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 (e.g., $0.25 cents per dollar they are promised). If investors require a 8.0% 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? O A. This bond is priced at $40.83 per $100 face value with a YTM of 19.6% OB. This bond is priced at $47.64 per $100 face value with a YTM of 16.0%. O C. This bond is priced at $47.64 per $100 face value with a YTM of 8.0%. OD. This bond is priced at $70.00 per $100 face value with a YTM of 7.4% O E. This bond is priced at $68.06 per $100 face value with a YTM of 8.0%