If you expect the yield curve to invert next year, with spot rates for maturities of 10-years and above falling and spot rates for maturities less than 10-years rising. Given your forecast, explain which of bond, Bond A or Bond B you would recommend for a long position over the upcoming year: Bond A -discount bond with a duration of 12-years and YTM of 5%; Bond B -coupon rate of 10%, a duration of 12-years, and a YTM of 5%.