Price of a Coupon Bond = 500 x (1+0.532)] + 1000 (1+0.5)2 (1+0.5) 1 As the Covid crisis escalated one year ago, the US Treasury Yield Curve flattened significantly. At that time, you bought a newly issued 2-year T-bond with a coupon interest rate of 0.5%, and Face Value = $1000 You also bought a newly issued 30-year US T-bond with a coupon interest rate of 1.5% and Face Value = $1,000 I You intend to sell these two bonds today, however, the market interest rate on bonds equivalent to your 2-year bond is now 1%, and the market rate on bonds equivalent to your 30-year bond are now 2.0% [Note, both market rates have increased by 0.5% from their priginal coupon rates) A Calculate the selling price of both bonds (6 points) I B. Calculate the Holding Period Return for each bond (4 points) [Note, you held each bond for 1 year, so this is also the annualized return.]