Which of the assertions about the $4$ bonds described in the table is true? All $4$ bonds have face values of $$1,000$ and pay semi$-$annual coupons with the next coupon due in $6$ months. Note that Y $>0,$ C $>0,$ and T $>0,$ and that all bonds with a yield$-$to$-$maturity of Y have the same yield$-$to$-$maturity, all bonds with a coupon rate of C have the same coupon rate, and all bonds with a time$-$to$-$maturity of T have the same time$-$to$-$maturity. Finally, note that CB$>$CA$>0$ and $0$Bond Coupon rate Yield$-$to$-$maturity Time$-$to$-$maturity A CA Y T B CB Y T X C YX T Z C YZ T

Bond B has a higher value than bond A and bond Z has a higher value than bond X

Bond B has a higher value than bond A and bond X has a higher value than bond Z

Bond A has a higher value than bond B and bond X has a higher value than bond Z

Bond A has a higher value than bond B and bond Z has a higher value than bond X