Assume a bond has the following features:

Coupon rate 3% paid annually

Face Value $1,000

Time to maturity 6 years

YTM = 6.00%

The YTM increases by 30 basis points immediately after you purchase the bond.

What is the price risk effect on your investment?

A.	A capital loss of $0.00

B.	A capital loss of $2.74

C.	A capital gain of $11.51

D.	A capital gain of $13.23

E.	A capital gain of $2.74

F.	A capital gain of $0.00

G.	A capital loss of $13.23

H.	A capital loss of $11.51