YTM of available 10-year US treasury note was around 1.70% (annualized rate), with coupon rate of 1.12% (annualized rate). Coupon is paid every 6 months. 6 months later the YTM of the same bond drops to 0.64% (right before the first coupon payment). Assuming the maturity date of the bond you invested is Jan 22, 2030.

Q1

What is the US 10-year treasury note price right before the first coupon payment (hint: if using calculator, set calculator to "annuity due" mode and compute the bond price. Alternatively, using "annuity due" formula with adjustment for future value)?