Portfolio A consists of a one-year zero-coupon bond with a face value of $2,000 and a 10-year zero-coupon bond with a face value of $6,000. Portfolio B consists of a 5.95-year zero-coupon bond with a face value of $5,000. The current yield on all bonds is 10% per annum (continuously compounded). What are the percentage changes in the values of the two portfolios for a 5% per annum increase in yields? Select one: O a. The percentage reduction in the value of Portfolio A is 13.82 and in Portfolio B is 15.73 b. The percentage reduction in the value of Portfolio A is 23.82 and in Portfolio Bis 15.33 C. The percentage increase in the value of Portfolio A is 13.62 and in Portfolio B is 25.13 d. The percentage reduction in the value of Portfolio A is 23.82 and in Portfolio Bis 25.73