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 9.3%. Bond C pays a 12.5% annual coupon, while Bond Z is a zero coupon bond. a. Assuming that the yield to maturity of each bond remains at 9.3% 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 $ $ $ $ 4 2 1 $ b. Select the correct graph based on the time path of prices for each bond. A Bond Price! $1200 Bond $1.000 $800 5600 $400 Bond Z 5200 b Years to Maturity B Bond Z Bond Price $1200 $1,000 $800 Bond 5600 $400 $200 Yeas to Maturity Bond Price! $1200 Bond Z $1.000 $800 5600 $400 Sond $200 3 Years to Maturity D Bond Price $1200 Bond $1.000 $800 Bond Z 5600 $400 $200 Yeas to Maturity The correct sketch is -Select