Consider two zero coupon bonds. Both have face values of $1,000. Bond A pays its face value in 5 years, and Bond B pays its face in 15 years, if interest rates change from 10% to 8.5%, what is the percentage change in the long maturity bond's price minus the percentage change in the short maturity bord's price? The percentage change in the long maturity bond's price minus the percentago change in the short maturity bond's price is 0% (Round to two decimal places) What is the price of a 5-year, 7.8% coupon rate, $1,000 face value bond that pays interest quarterly if the yield to maturity on similar bonds is 12.1%? The price of the bond is $ (Round to the nearest cont.)