Since the bond is valued based on the 30/360 day-count convention, there are 11 days between the settlement date (July 20, 2020) and the next coupon date (August 1, 2020).

Each coupon payment is valued at \frac{7\%}{2} \times \`1,000 = \$35`$

Dirty Price = $\frac{C}{(1 + y)^k} + \frac{C}{(1 + y)^{k+1}} + \frac{C}{(1 + y)^{k+2}} + \cdots + \frac{C + F}{(1 + y)^{k+n-1}}$

Where:
P = price
C = semiannual coupon
K = number of days until the next coupon payment divided by the number of days in the coupon period, determined as per the relevant day-count convention.
y = periodic required yield
n = number of periods remaining, including the present one

In this case,
n = 4
k = $\frac{11}{180} = 0.061$

Dirty Price = $\frac{35}{1.00375^{0.061}} + \frac{35}{1.00375^{1.061}} + \frac{35}{1.00375^{2.061}} + \frac{35}{1.00375^{3.061}}$
= $34.99 + 34.86 + 34.73 + 1023.21 = `$1`,127.79$

As of July 20 2018,
Accrued interest = \`35 \times \frac{180 - 11}{180} = \$32.86`$
Clean Price = Dirty Price − Accrued Interest
= $1,127.79 − 32.86 = `$1`,094.93$