Nominal £100 bond - investor wants 12% return?

gc89

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Nominal £100 bond - investor wants 12% return?

The government offers a 10-year nominal bond with a coupon of 10% (2 payments a year at 5%). Redemption can be either at par after 5 years or at £120 after 10 years. What price should an investor who wants a return of 12% p.a. compounded quarterly offer for the bond?

Thanks
 
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