Moore Company is about to issue a bond with semiannual coupon payments, a coupon rate of 8%, and par value of $1,000. The yield-to-maturity for this bond is 10%.

To calculate the price of the bond, we need to use the formula for the present value of a bond:

\[ P = \frac{C}{(1 + r)^1} + \frac{C}{(1 + r)^2} + \frac{C}{(1 + r)^3} + \ldots + \frac{C}{(1 + r)^n} + \frac{M}{(1 + r)^n}\]

Where:
P = Price of the bond
C = Coupon payment
r = Yield-to-Maturity
n = Number of periods (in this case, number of coupon payments)

In your case, the coupon rate is 8% and the par value is $1,000. Since the bond is semi-annual, the number of periods would be twice the number of years until maturity.

First, we need to calculate the coupon payment (C). Since the coupon rate is 8% and the par value is $1,000, the coupon payment would be:

C = $1,000 * 8% = $80

Next, we need to calculate the number of periods (n). If the bond has a period of 5 years until maturity, and it pays semiannual coupons, then the number of periods would be:

n = 5 years * 2 = 10 periods

Now, we can calculate the price of the bond using the formula:

P = \($80/(1 + 0.10)^1\) + \($80/(1 + 0.10)^2\) + \($80/(1 + 0.10)^3\) + \($80/(1 + 0.10)^4\) + \($80/(1 + 0.10)^5\) + \($80/(1 + 0.10)^6\) + \($80/(1 + 0.10)^7\) + \($80/(1 + 0.10)^8\) + \($80/(1 + 0.10)^9\) + \($1,000/(1 + 0.10)^10\)

Now, let's calculate the individual terms:

\($80/(1 + 0.10)^1\) = $72.73
\($80/(1 + 0.10)^2\) = $66.12
\($80/(1 + 0.10)^3\) = $60.11
\($80/(1 + 0.10)^4\) = $54.65
\($80/(1 + 0.10)^5\) = $49.68
\($80/(1 + 0.10)^6\) = $45.16
\($80/(1 + 0.10)^7\) = $41.05
\($80/(1 + 0.10)^8\) = $37.32
\($80/(1 + 0.10)^9\) = $33.94
\($1,000/(1 + 0.10)^10\) = $385.54

Adding up all the terms, we get:

P = $72.73 + $66.12 + $60.11 + $54.65 + $49.68 + $45.16 + $41.05 + $37.32 + $33.94 + $385.54

P ≈ $949.20

Therefore, the price of the bond is approximately $949.20.