I suddenly forgot how to transform formulas. idk why. Can anyone show me how to get y step by step?

Problem Consider the five-year, $1000 bond with a 5% coupon rate and semiannual coupons described in Example 6.2. If this bond is currently trading for a price of $957.35, what is the bond's yield to maturity? 1000 957.35 = 25 X x }(1-a + y) 1 (1 + 3)' + (1 + 3) 10 Therefore, y = 3%. Because the bond pays coupons semiannually, this yield is for a six-month period. We convert it to an APR by multiplying by the number of coupon payments per year. Thus the bond has a yield to maturity equal to a 6% APR with semiannual compounding