exactly 9 years to maturity

8% coupon, semiannually

9% yield to maturity

$100 par value

Suppose you buy the bond today and exactly in one year later, the yield on this bond increases from 9% to 10%. If you sell the bond immediately after the yield increases, what would be your one-year return on investment? Assume that you reinvested any coupon payments are the yield to maturity. ( the 9%)

a. 3.61%

b. 4.13%

c. 3.99%

d. 1.98%