A particular bond makes annual coupon payments worth $6\mathrm{.}5\%$ of its $$1,000$ face value. The yield to maturity on this bond is currently $5\%,$ which is unchanged from a year ago $($that is$,$ the bond's yield to maturity last year was also $5\%).$ Based only on this information, which of the following must be true about the bond's total return and its capital gain or loss $($i$.$e$.,$ the change in the bond's price$)$ over the last year? Recall that the total return includes the effect of both the coupon payment and the capital gain.

A$.$ The bond suffered a capital loss $($i$.$e$.,$ its price went down$)$ and its total return was also negative.

B$.$ The bond suffered a capital loss $($its price went down$)$ but its total return was positive.

C$.$ The bond experienced a capital gain $($its price went up$)$ but the bond's total return was negative.

D$.$ The bond experienced a capital gain, and its total return was positive.

E$.$ It is unclear whether the bond's price went up or down, but the bond's total return was negative.

F$.$It is unclear whether the bond's price went up or down, but the bond's total return was positive.

Explain why the answer is B