The Loughran Corporation has issued zero-coupon corporate bonds with a five-year maturity. Investors believe there is a 20% 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 $57.85 per $100 face value with a YTM of 11.6%. B. This bond is priced at $57.85 per $100 face value with a YTM of 8.0%. C. This bond is priced at $68.06 per $100 face value with a YTM of 8.0%. D. This bond is priced at $85.00 per $100 face value with a YTM of 3.3%. E. This bond is priced at $54.45 per $100 face value with a YTM of 12.9%