A bond with a par value of $1000 matures in two years, and pays a 4% annual coupon. What is its yield to maturity? Your answer should be based on the following prices for $1000 par value zero-coupon bonds, and use annual periods for all calculations. Maturity Zero-Coupon (Years) Bond Price $970.87 1 2. $933.51 Select one: O a. 6.98% O b. 7.88% O c. 7.12% O d. 7.50% e. 3.49%