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 S $ is $ is b. Select the correct graph based on the time path of prices for each bond. A Bond Pice $12001 Bond $1.000 5800 5600 Bond Z $400 5200 Years to Maturity B Bond Price 51200 Bond z $1,000 $800 Bondc 5600 $400 $200 Years to Maturity Bond Bond Pice 512001 $1.000 $800 $600 $400 Bond Z 5200 Years to Maturity Bond 2 Bond Price 512001 $1,000 5800 5600 5400 Bond 5200