You purchase a bond for $875. It pays $60 a year (semiannual coupon is 3%),

&the bond matures after 10 years. What is the yield to maturity?

2 answers

Calculation of yield to maturity:

Yield to maturity = (C + ((F-P)/n))*2 / ((F+P)/2)

F = Face value = $ 1000

C = Semiannual Coupon Payment = Face value * Coupon rate = $1000*3% = $30

P = Price = $875

n = number of semiannual = 10 years *2 = 20 Semiannual

Yield to maturity = (30 + ((1000-875)/20))*2 / ((1000+875)/2)

= (30 + 6.25)*2 / 937.50

= 72.50 / 937.50

= 0.077333

= 7.73 %
thank you very much