An investor has two bonds in her portfolio, Bond C and Bond 2. Each bond matures in 4 years, has a face value of $1,000, and has a yield to maturity of 9.1%. 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 9.1% 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 2 $ $ 1 0 b. Select the correct graph based on the time path of prices for each bond A Bond Price $1.200 Bond 2 $1.000 5000 $600 MC 5400 1.200 Bond Pre $1200 $1,000 1000 1600 $400 $300 Yean to Maturty B BC Year to Maturty C Bond Z Bond C Bond Price $1.200 $1.000 $800 $600 $400 $200 Bond Price $1.200 $1.000 $800 $600 $400 $200 The correct sketch is -Select- Years to Maturity D Bond C Bond Z Years to Maturity