$ 3 eBook Problem Walk An investor has two bonds in her portfolio Cond C and Bond Z. Each bond matures in 4 years, has a face value of $1,000, and has a yield to maturity of 9.5%. Bond C pays a 12.5% annual coupon, while Bond Z is a zero coupon bond. a. Assuming that the yield to maturity of each bond remains at 9.5% over the next 4 years, calculate the price of the bonds at each of the following years to maturity. Round your answers to the nearest cent. Years to MaturityPrice of Bond CPrice of Bond z 4 $ 3 $ $ 2 $ $ 1 $ $ 0 $ b. Select the correct graph based on the time path of prices for each bond. A Bowl Peel 512001 Jond $1.000 56.00 5600 5400 5200 Yeas to Mart B 51200 Band 51.000 5000 5600 Lt 5400 5200 Yeas to My Bond 51200 51.000 5000 5000 5400 5200 Bowl Yeas to Maraty Bosc Band 51200 51.000 5600 5600 54.00 5200 Bout Yeas to May Screenshot The correct sketch is-Select