$2.$ Suppose I have a coupon bond with face value F and annual coupons

C $=$ cF with maturity T$,$ and the risk$-$free interest rate is r$.$ How can I

model the present value $($PV$)$ of the coupon bond?

A PV of a call with strike F $+$ PV of a put with strike F

B PV of a zero$-$coupon bond with face value F that matures at T $+$

PV of an annuity with payments C for T years.

C A perpetual annuity.

D PV of a bond with yield r and maturity T $+$ PV of a bond with yield

c and maturity T

E None of the Above