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 8.0%. 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 8.0% 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 $ 2 $ $ $ $ 1 0 $ b. Select the correct graph based on the time path of prices for each bond. Bond Price! $1200 Bond $1.0001 $800 Bond Z $600 $400 $200 Years to Maturity Bond Price! $1200 $1,000 Bond Z 5800 $600 Bond C B Bond Price $1.2001 Bond Z $1.000 $800 $600 Bond C $400 $200 3 2 Years to Maturity Bond Price) $1.2001 Bond Z $1.000 $800 $600 Bond C $400 $200 3 1 Years to Maturity D Bond Price! $1.2001 Bond C $1.000 $800 $600 Bond Z $400 Bond Price! $1.200 Bond Z $1.000 $800 $600 Bond C $400 $200 4 1 Years to Maturity D Bond Price! $1.200 Bond C $1.000 $800 $600 Bond Z $400 $200 3 2 1 Years to Maturity The correct sketch is -Select