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A corporate bond has a coupon rate of 8% (paid semiannually) and matures on november 15, 2025. its quoted price is 92. assume 30 days per month. it is now july 15, 2015. what is the invoice (or dirty) price (in $)?

User Rossella
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Final answer:

The invoice (dirty) price of the corporate bond is $1,269.81.

Step-by-step explanation:

To calculate the invoice (dirty) price of a corporate bond, we need to consider the present value of its future coupon payments and principal repayment. The bond has a coupon rate of 8% and is paid semiannually. Assuming 30 days per month, and it is now July 15, 2015. The bond matures on November 15, 2025, meaning it has 10 years and 4 months until maturity.

First, calculate the present value of the coupon payments. The bond pays semiannual coupons, so there are 20 coupon payments remaining (10 years * 2 payments per year). Each payment is 8% of the face value, which is $40 (8% * $1,000 / 2). Discounting these payments back to the present using a discount rate of 4% (half of the coupon rate), we get:

$40 / (1 + 0.02)^1 + $40 / (1 + 0.02)^2 + ... + $40 / (1 + 0.02)^20 = $719.92

Next, calculate the present value of the principal repayment. The face value of the bond is $1,000, and discounting it back to the present using the discount rate of 4% for 10 years and 4 months, we get:

$1,000 / (1 + 0.02)^(10.33) = $549.89

Finally, sum the present values of the coupon payments and principal repayment to find the invoice (dirty) price of the bond:

$719.92 + $549.89 = $1,269.81

User Husky
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