Assume the yield curve is flat at 4%. There are a 3-year zero coupon bond and a 3-year coupon bond that pays a 5% coupon annually. Suppose the yield curve does not change in the future. You invest 100 in each of the two bonds. You re-invest all coupons in zero coupon bonds that mature in year 3. How much would you have at the end of year 3?

A. 215.26 B. 224.97 C. 228.09 D. 231.45