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 payott at maturity (e.g.S025 cents per dollar they are promised). If investors require a 6.0% 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 $52.31 per $100 face value with a YTM of 6.0%. B. This bond is priced at $52, 31 per $100 face value with a YTM of 13.8% OC. This bond is priced at $44.84 per $100 face value with a YTM of 17.4% OD. This bond is proud at $70.00 per $100 face value with a YTM of 7.4% O E. This bond is priced at $74.73 per $100 tace value with a YTM of 6.0%