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Consider the following information: Today: 20 July 2018 Next coupon payment date: 1 Sep 2018 Maturity Date: 1 Sep 2024 Yield: 6% (effective annual yield)

  1. Consider the following information:

Today: 20 July 2018

Next coupon payment date: 1 Sep 2018

Maturity Date: 1 Sep 2024

Yield: 6% (effective annual yield)

Coupon 9.5% (annualized rate and pay coupon semi-annually)

Date count: 30/360

Find the clean price, dirty price (full price) and accrued interest of the bond today.

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