stuck on such an easy question

Quote:

A five year par value bond of 1000 pays annual 3% coupons at the middle of each year and annual 5% coupons at the end of each year. Thus, a coupon of 30 and 50 is paid each year. Using an annual effective rate of 6% compute the price of this bond.

My question is: The 30 payments can be shown two ways: a 30 year annuity immediate starting at time -.5 and then brought forward half a period at the semiannual rate of 1.06^2. That I get.



But can't it also be an annuity-due starting at time 0.5 and brought back half a period as well with 1.06^-2? I tried this and the math doesn't work out.



What would be the annuity-due form of these $30 payments?

stuck on such an easy question