a bond pays semiannual coupons at a coupon rate of 10% ( so two 5% coupons a year) this bond is quoted at par value 100 and an investor buys it. the settlement date on that trade is exactly 90 days...

a bond pays semiannual coupons at a coupon rate of 10% ( so two 5% coupons a year) this bond is quoted at par value 100 and an investor buys it. the settlement date on that trade is exactly 90 days since the last coupon payment date. assuming a 360 day year (ie. 180 days between each coupon.) what is the dirty price of this of this bond. (hint its going to be 100 + accrued coupon)