At an annual effective interest rate of i, the Macaulay duration of Bond A is equal to the volatility (i.e. modified duration) of Bond B. Bond A: 2 year bond with annual coupons of size 40 which redeems at par value 1000. Bond B: 2 year zero coupon bond which redeems at par value 1000. Find i. (a) 1.56% (b) 1.83% (c) 1.92% (d) 2.15% (e) 2.28%