An investor has two bonds in her portfolio, Bond C and Bond Z$.$ Each bond matures in $4$ years, has a face value of $$1,000,$ and has a yield to maturity of $8\mathrm{.}6\%.$ Bond C pays a $10\mathrm{.}5\%$ annual coupon, while Bond Z is a zero coupon bond.aAssuming that the yield to maturity of each bond remains at $8\mathrm{.}6\%$ over the next $4$ years, calculate the price of the bonds at each of the following years to maturity. Round your answers to the nearest cent. bYears to MaturitycPrice of Bond CdPrice of Bond Ze$4$f$$$g$$$h$3$i$$$j$$$k$2$l$$$m$$$n$1$o$$$p$$$q$0$r$$$s$$$tuSelect the correct graph based on the time path of prices for each bond. The correct sketch is $-$Select$-$ABCD $.$