Can someone please help me with this problem? Attached is an example to help. Thanks in advanced!

Question 2 1 pts 2. A 100 par value 15 year bond provides 10% semiannual coupons. The yield rate is 8% convertible semiannually. What is the flat price (i.e., the money that actually changes hands if the bond is sold, ignoring expenses) 9.3 years after issue at the same yield rate? (7.d-e #06] A) 111.99 B) 109.75 C) 110.31 D) 110.87 E) 111.43 A 100 par value 12 year bond provides 7% semiannual coupons. The yield rate is 5% convertible semiannually. What is the flat price (i.e., the money that actually changes hands if the bond is sold, ignoring expenses) 5.1 years after issue at the same yield rate? [7.d-e #06] n=30 F=100 r=0.0s i=0.04 Bis= 5 212 40% + 100 v'2 = 109.39 B18.6 = Bie (1.04)= [111.991 O 110.56 0 112.24 0111.12 0 110 0111.68