Table below list maturities, coupons and prices for two bonds that pay annual coupns. Both bonds have the same default risk and a face value of 100.

Bond A: Maturity 2, Coupon 3%, Price 103.4928

Bond B: Maturity 2, Coupon 6%, Price 109.3046

Now assume a two-year bond with face value1000 and coupon rate 6%. Investors expect a 0,2% premium for one year interest and 0,2% for two year interest. An investment bank purchases the whole bond issue. The bank strips the bonds into two constituent parts: Interest only and principal only. Interest only pays all the cash flows resulting from the coupons of the bond and principal only pays the cash flow from the return of the principal (that is, the face value). The bank sells the new securities in the market.

What are the yield to maturities of the newly created principal only and interest only securities?