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BOND VALUATIONS In the problems below, all coupon and yield rates are quoted as nominal rates payable semiannually (so r(2) and j(2) respectively). Use the following convention: the issue date is t = 0 and the first coupon payment occurs at t 1; t is measured in 1's of a year. If not specified otherwise, P refers to the price of the bond at the issue date t=0. = Consider a bond with face value $1000, coupon rate 5%, yield rate 10%, maturing in 10 years. Note that this means there will be 20 coupon payments. (a) Find the price at the issue date P(t = 0). (b) Find the price right after the second coupon has been paid: P(t = 2; after the coupon payment). (c) Find the price right before the second coupon payment: P(t = 2; right before the coupon payment). (d) Find the price 3 month after the 6-th coupon payment: 1 6 2 (e) Find the price 1 month before the 8-th coupon payment. (Figure out the value of t yourself). = P(t =) = 6