6. Bond A is a zerocoupon bond paying $100 one year from now. Bond B is a zerocoupon bond paying $100 two years from now. Bond C is a 10% coupon bond that pays $10 one year from now and $10 plus the $100 principal two years from now. The yield to maturity on bond A is 10%, and the price of bond B is $84.18. Assuming annual compounding, answer the following: (a) What is the price of bond A? (b) What is the yield to maturity on bond B? (c) What is the implied forward rate f1,1 between years one and two? (d) What is the price of bond C? (e) You are working for a large institutional investor. Another rm offers to lend your rm $1 million between one year from now and two years from now. at a rate of 8.5%. Do you accept