Question 5 20 pts At time t = 0 (Now), in the bond market you observe a regular coupon bond with following characteristics: Face value: $1,000.00; Maturity: 5 years; Coupon rate: 9.000% and coupons are paid annually. The market interest rate/your required rate of return/yield to maturity is 10.000% per annum continuously compounded. Suppose that during the second year after you purchased the bond, the market interest rate changed to 10.500% per annum continuously compounded, and it remained at that level till the end of bond's maturity. And you decided to hold the bond till the end of its maturity. In other words, your holding period is equal to bond's maturity. Then, what is your total proceeds in US dollars from the bond (face value plus future value of all coupon payments) at the end of your holding period? Assume that, you will reinvest each coupon payment for the maturity equal to the difference of your holding period and the period at which you are receiving that coupon payment, and at the prevailing market interest rate. (Hint/Clarification: The second coupon payment is reinvested at the new interest rate.) (Round off to four decimal places to get as accurate answer as possible on Canvas.)