A 5.25% US corporate bond is priced for settlement on 27th July, 2015. The bond makes semiannual coupon payments on 15th June and 15th December each year and matures on 15 December 2026. The bond uses the 30/360 day-count convention for accrued interest.

Calculate the full price, the accrued interest, and the flat price per $100 of par value for three stated annual yields-to-maturity: (A) 4.75%, (B) 5.25%, and (C) 5.75%.

Also calculate the full price, the accrued interest and the flat price for the 30/360 day-count convention.