Problem 3. Mary buys two 5-year 1000 par bonds. The first has 7.5% semiannual coupons and priced to yield 8% convertible semiannually. The second has 6% semiannual coupons and is priced to yield 7% convertible semiannually. The coupon payments from the two bonds are deposited in a fund that pays 6.8% convertible semiannually. a. Find the price of each of the two bonds. b. Find the value of the combined investment at the end of 5 years. c. Find the annual effective yield rate for the combined investment