For a Treasury bond, use actual/actual timing and discount the remaining cash flows at the semiannual yield.

• Coupon payment = $1,000 × 4% / 2 = $20
• Yield per semiannual period = 6% / 2 = 3%
• Remaining coupons = 10
• Days from Apr 4 to next coupon Jul 1 = 88 days
• Days in coupon period Jan 1 to Jul 1 = 181 days
• Time to first cash flow = $88/181$ of a semiannual period

Dirty price:

$$P = \sum_{k=0}^{9} \frac{20}{(1.03)^{k + 88/181}} + \frac{1000}{(1.03)^{9 + 88/181}}$$

This gives approximately:

$$P \approx 928.70$$

So the correct answer is $928.70.