As a bond trader, you are evaluating a 6% coupon semiannual bond paying coupon every February 1 and August 1 Assume today is December 1, 2020 and the bond yields 4% to maturity. The maturity date is August 1, 2021.

a) Write neatly the formula for calculating the full price directly by setting it equal to the PV of each cash flows till maturity. There is no need to calculate this part (a), just write the equation out with all future cash flows and their respective discount factors and exponents. Use 30 day convention.

b) accrued interest for this bond