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 9.0%. Bond C pays a 10.5% annual coupon, while Bond Z is a zero coupon bond. a. Assuming that the yield to maturity of each bond remains at 9.0% 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 $ $ $ $ Z $ $ 4 1 $ $ 0 $ b. Select the correct graph based on the time path of prices for each bond. A Bond Price! $1200 Bond $1.000 $800 $600 Bond z $400 $200 3 Years to Maturity B Bond Price! $1200 Bond z $1.000 $800 Bond C $600 $400 $200 Bond Price! $1200 $1.000 Bond C $800 $600 Bond Z $400 $200 2 Years to Maturity D Bond Price! $1200 Bond z $1.000 $800 $600 Bond $400 $200 Years to Maturity The correct sketch is -Select