The Loughran Corporation has issued zero coupon corporate bonds with a five-year maturity Investors believe there is a 40% chance that Loughran will default on these bonds. If Loughran does default, investors expect to receive 25% of their promised payoff at maturity (eg. 50 25 cents per dollar they are promised) If investors require a 80% expected return on their investment in these bonds, which of the following statements most accurately describes the price (per $100 face value) and current YTM of these bonds? A. This bond is priced at $68.06 per $100 face value with a YTM of 8.0% OB. This bond is priced at $70.00 per $100 face value with a YTM of 74% OC. This bond is priced at $40.83 per $100 face value with a YTM of 19.6% OD. This bond is priced at $47 64 per $100 face value with a YTM of 8.0% O E. This bond is priced at $47.64 per $100 face value with a YTM of 16.0%