Dyl Inc.'s bonds currently sell for $860 and have a par value of $1,000. They pay a $55 annual coupon and have a 20-year maturity, but they can be called in 4 years at $1,100. What is their yield to maturity (YTM)?

a. 6.80%

b. 6.84%

c. 4.56%

d. 6.40%

e. 7.25%