Imagine a plain 4% 100 bond which pays its coupon in equal half yearly instalments on 1 June and 1 December each year. It is currently trading at par. Also assume that the bond goes ex-dividend 30 days before the coupon payment date. What is the market/dirty price of the bond on the 10th September? Enter your answer in pounds to the nearest pence. E.g. If you think the answer is 123.45, enter 123.45

Imagine a plain 4%100 bond which pays its coupon in equal half yearly instalments on 1 June and 1 December each year. It is currently trading at par. Also assume that the bond goes 'ex-dividend' 30 days before the coupon payment date. What is the market/dirty price of the bond on the 10th September? Enter your answer in pounds to the nearest pence. E.g. If you think the answer is 123.45, enter 123.45