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Consider two bonds, Bond A and Bond B, both with a coupon rate of 10.2 percent and a yield to maturity of 8.9 percent. These are standard bonds with semi-annual coupon payments. Bond A matures in 5 years while Bond B matures in 11 years. What is the price of each bond? The price of Bond A is $ (Round to the nearest cent.) The price of Bond B is $ (Round to the nearest cent.) Consider two bonds, Bond C and Bond D, both with a yield to maturity of 11.6 percent and with 6 years to maturity. These are standard bonds with semi-annual coupon payments. Bond C has a coupon rate of 11.6 percent (with semi-annual coupon payments) while Bond D does not pay any coupons (i.e., it is a zero-coupon bond). What is the price of each bond? The price of Bond C is $ (Round to the nearest cent.) The price of Bond D is $ (Round to the nearest cent.) Consider two bonds, Bond C and Bond D, both with a yield to maturity of 7.7 percent and with 5 years to maturity. These are standard bonds with semi-annual coupon payments. Bond C has a coupon rate of 9 percent (with semi-annual coupon payments) while Bond D does not pay any coupons (i.e., it is a zero-coupon bond). What is the price of each bond? The price of Bond C is $ (Round to the nearest cent.) The price of Bond D is $ (Round to the nearest cent.)