4. Valuing semianneal coupon bends Bonds eften pay a coupon twice a year. Foe the valuaben of bonds that make semiannual payments, the number of perisds douples, whereas the amount of cash fow decreases by half. Juing the values of cash fows and number of perieds, the valuation model is adjusted accerdingly. Assume that a 51,000,000 par value, semiannual coupen Vs Treasury note with four years to maturity has a coupon rate of 3 \%. The yield to maturity (YTM) of the bond is 11.00 . Using this information and ighoring the ocher costs involvet, caiculate the value of the Treasury noter $634,624.76 1895,940.83 5470,268.94 $746,617.36 Eated gn rour calculations and understanding of semiannual ceupsh bencs, complete the foliening statement: The Troote devcribed in this problem is seiling at a