Do you bold punctuation directly after bold, linked or italic text?
A punctuation mark following emphasized text (in italics, boldface, small caps, caps, letter spacing, etc.) is also emphasized.
Exceptions are quotation marks and brackets, especially if only one of the pair would be emphasized.
The Chicago Manual of Style changed its recommendations from the fourteenth to the fifteenth edition. Where the older rule said that
Generally, punctuation marks are printed in the same style or font of type as the word, letter, character, or symbol immediately preceding them. (14th ed.)
it now says that
All punctuation marks should appear in the same font – roman or italic – as the main or surrounding text, except for punctuation that belongs to a title or an exclamation in a different font. This departure from Chicago's former usage serves both simplicity and logic. (15th ed.)
I cannot find any recommendation on the matter in the APA or MLA style manuals, both of which I have at hand and consulted, although there is at least one book that claims that "[punctuation] following italicized text is also italicized in APA style". I don't trust that unsubstantiated claim, but maybe someone else can find an official (i.e. APA or MLA published) opinion on the matter.
House styles may differ, as the accepted answer to the same question on English.SE states.
This is a matter of style and totally up to you. In most cases (period, comma) people will not see the difference. For exclamation marks and question marks it is more obvious.
For me it looks better when these marks are italicized:
Do you really want to eat this?
On the other hand, I would never make them bold or include them into the link formatting.
But that's me. You can find a different approach on commnet.edu. (← see, period not included :))
As a quick reference, if you would underline it (example a title Dr. John Doe, or John Doe, M.D.) then you would format it to match the text. If it is sentence punctuation then it is not formatted. Example: We went to New York and saw Oklahoma! on Broadway.; Send this to Dr. John Doe.; Send this to John Doe, M.D.; Send this to Mary.