A 2 year maturity bond with face value of $1,000 makes annual coupon payments of $86 and is selling at face value. What will be the rate of return on the bond if its yield to maturity at the end of the year is: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) a. 6% b. 8.6% c. 10.6% Rate of Return % % %