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 8.8%. Bond C pays a 10.5% annual coupon, while Bond 2 is a zero coupon bond. a. Assuming that the yield to maturity of each bond remains at 8.8% 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 $ 3 $ 2 $ 1 $ 0 $ D. Select the correct graph based on the time path of prices for each bond. A Bond Price $1200 Bond 31000 5800 5800 Bond z 1200 Yesto My B boede 31200 B Bond Price Bond Z $1200 $1,000 $800 Bond $600 $400 $200 Yeas to Maturty c Bond z Bond Price 51200 51.000 $800 Sond 5600 5400 $200 3 Yearsto Maturity D Bond Pica 51200 51.000 Bond Yeas to Maturity D Bond Price $1200 Bond $1.000 $800 bond Z $600 $400 $200 Yeasto Maurity The correct sketch is -Select