Price of a Coupon Bond = Cx [x(1 (1+i)n)] + (1+i)n F 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. 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 original coupon rates). A. Calculate the selling price of both bonds B. Calculate the Holding Period Return for each bond (Note, you held each bond for 1 year, so this is also the annualized return.)