suppose face value of a bond is $$1,000.$ Coupon rate is $4\%$ and maturity is $4$ years. The MATLAB code below computes the price of bond assuming yeild to maturity is $5\%.$ Explain how the following lines help to accomplish this in the final answer.

for j$=1$:$1$:n

DF$=(1+$yield$\_$to$\_$maturity$)^$j;

REC$($j$,1)=$Coupon$\_$Payment$/$DF;

end

Price$\_$of$\_$coupon$\_$bond$=$sum$($REC$)+$Face$\_$Value$/(1+$Yeild$\_$to$\_$maturity$)^$n