Consider the following bonds: Bond . B C D Coupon Rate (annual payments) 0% 0% 5% 8% Maturity (years) 17 11 17 11 a. What is the percentage change in the price of each bond if its yield to maturity falls from 6% to 5%? b. Which of the bonds A-D is most sensitive to a 1% drop in interest rates from 6% to 5% and why? Which bond is least sensitive? Provide an intuitive explanation for your answer. Note: Assume annual compounding. a. What is the percentage change in the price of each bond if its yield to maturity falls from 6% to 5%? The percentage change in bond A is %. (Round to two decimal places.) The percentage change in bond B is %. (Round to two decimal places.) The percentage change in bond C is %. (Round to two decimal places.) The percentage change in bond D is %. (Round to two decimal places.)