The yield curve is currently flat at 7%. Based on the following information price a bond with annual coupons, a face value of $100.00 with a a. 10% coupon rate and maturity in 2 years. b. 5% coupon rate and maturity in 2 years. c. 10% coupon rate and maturity in 3 years. d. Reprice them all after parallel shift in the yield curve to 8%. Comment on the price changes