How much would be the unrealised loss to an investor (in dollars and cents to two decimal places) if they purchased a 30-year zero- coupon bond with a $1,000 par value and 10% yield to maturity, only to see market interest rates increase to 12% one year later? (Hint: By how much would the price drop, to two decimal places, from a year earlier?) Select one: O a. $25.66 O b. $19.93 O c. $20.00 O d. $23.93