51.7k views
2 votes
A bond with coupon rate of 12% and face value of GHS1000 is selling on the market on June 30th at 5% premium of the face value. Coupon payments on this bond are made on 31st prime of December every year. If an investor buys this bond on June 30th i. calculate the clean price of the bond ii. calculate the dirty price of the bond?

User EdwardLau
by
8.3k points

1 Answer

5 votes

Final answer:

The clean price of the bond is GHS1050, and the dirty price, which includes accrued interest, is GHS1110.

Step-by-step explanation:

The question involves a bond with a coupon rate of 12%, a face value of GHS1000, and it sells at a 5% premium. Coupon payments are made annually. The student is tasked with calculating both the clean price and the dirty price of the bond as of June 30th, assuming that the investor buys the bond on this date.

Clean Price Calculation

The clean price of a bond is the price excluding accrued interest. In this case, since the bond is selling at a 5% premium and the face value is GHS1000, the clean price would be GHS1000 + (5% of GHS1000), which is GHS1050.

Dirty Price Calculation

The dirty price includes the accrued interest. Assuming the last coupon payment was made on the previous December 31st, and the next payment is due on the upcoming December 31st, an investor purchasing the bond on June 30th would be buying the bond exactly halfway through the coupon period. The investor would therefore owe half a year of coupon payments at the time of purchase. This is the accrued interest which would be 6 months of the 12% annual coupon on GHS1000, or GHS60. To find the dirty price, add this accrued interest to the clean price: GHS1050 + GHS60 = GHS1110.

User Carlotta
by
7.5k points