An investor has two bonds in her portfolio, Bond C and Bond Z. Each bond matures in 4 years, has a face value of $1,000, and has a yield to maturity of 8.3%. Bond C pays a 11.5% annual coupon, while Bond Z is a zero coupon bond. a. Assuming that the yield to maturity of each bond remains at 8.3% over the next 4 years, calculate the price of the bonds at each of the following years to maturity. Round your answers to the nearest cent. Years to Maturity Price of Bond C Price of Bond Z to ta to ta to ta to ta to ta b. Select the correct graph based on the time path of prices for each bond. Bond Bond Price $1200 $1.0001 $800 $600 $400 T $200 Bond Z Years to Maturity Bond Price $1.2001_Bond Z $1.000 $800 T $600 - Bond C $4001 $200 Years to Maturity Bond C Bond Price $1.2001 $1,000 $800 $600 Bond Z 54001 $200 Years to Maturity Years to Maturity Bond Price] $1.2001 Bond Z $1.000 $800 I Bond C $600 $4001 $200 Years to Maturity The correct sketch i -Select- Cove