I am working through an example in a textbook and, for the life of me, cannot figure out how they got from one step to the next. Here's the example:
A bond of 500, redeemable at par after 5 years, pays interest at 13% per year convertible semiannually. Find the price to yield an investor 8% effective per half year.
And I am supposed to use the formula: $$P=(Fr)a_{\bar n|i} + C(1+i)^{-n}$$
The only line of the example has:
$$P=32.5a_{\bar 10|.08}+500(1.08)^{-10}=449.67$$
And the whole line makes sense to me, except I am not coming to the same answer, so I know my error is in calculating $a_{\bar n|i}$. I assumed it would be $(1+\frac{.08}{2})^{10}$.
Can anyone help with what I'm doing wrong?