Bonds often pay a coupon twice a year. For the valuation of bonds that make semiannual payments, the number of periods doubles, whereas the amount of cash flow decreases by half. Using the values of cash flows and number of periods, the valuation model is adjusted accordingly. Assume that a $1,000,000 par value, semiannual coupon U.S. Treasury note with three years to maturity has a coupon rate of 3%. The yield to maturity (YTM) of the bond is 11.00%. Using this information and ignoring the other costs involved, calculate the value of the Treasury note: $680,151.97 $960,214.55 $800,178.79 $504,112.64 Based on your calculations and understanding of semiannual coupon bonds, complete the following statements: . Assuming that interest rates remain constant, the T-note's price is expected to The T-note described is selling at a When valuing a semiannual coupon bond, the time period variable (N) used to calculate the price of a bond reflects the number of periods remaining in the bond's life.

Bonds often pay a coupon twice a year, For the valuation of bonds that make semiannual payments, the number of periods doubles, whereas the amount of cash flow decreases by half. Using the values of cash flows and number of periods, the valuation moder is adjusted accordingly. Assume that a $1,000,000 par value, semiannual coupon U.S. Treasury note with three years to maturity has a coupon rate of 3%6. The yieid to maturity (YTM) of the bend is 11.00%. Using this information and ignoring the other costs involved, calculate the value of the Treasury note: $680,151,97 5960,214.55 $800,178,79 5504,112,64 Based on your calculations and understanding of semiannial coupon bonds, complete the following statements: - Assuming that interest rates remain constant, the-T-note's price is expected to - The T-note described is selling at a * When valuing a semiannuat coupon bond, the time period variable (N) used to calculate the price of a bond reflects the number of periods remaining in the bond is life