An investor has two bends in her portfolio, Bond C and Bond Z. Each bond matures in 4 years, has a face value of si.ooo, and has a yeld to maturity of 8.1%. Bond C pays a t 1% annual coupon, while Bond a zero coupon bond. Assumng that the yield to maturity of each bond remains at 8.1% over the next 4 years, calculate the pnce of the bonds at each of the following years to maturity. Rognd your answer to the nearest cent Years to Maturity Price of Bond C Price of Bond Z b. Plot the time path of prices for each bond Bond Price S120 100 S800 $600 5400 $200 S0 Bond Z Bond C 3 Years to Maturity Bond Price Bond C S120 100 S800 $600 5400 $200 S0 Bond Z 3 Years to Maturity Bond Price S120 $100 800 S600 $400 S200 50 Bond C nd Z 3 Years to Mat urity Bond Price Bond Z $120 100 800 S600 $400 $200 50 nd C 3 Years to Maturity The correct sketch is-select-