Question 12 Consider the following two zero coupon bonds with the same par value: Bond A (with 2 years to maturity) and Bond B (with 4 years to maturity). Note: Price of Bond A - 1.1871 Price of Bond B The yield to maturity on 1-year zero coupon bonds is 7.13%. The forward interest rate for year 2 is 8.43%. What is the yield to maturity of Bond B? 8.36% The question cannot be answered; more information is needed to answer the question. 7.13% 8.43% 9.21% Moving to another question will save this response