Which of the following statements regarding bonds and their terms is FALSE? + O A. When we calculate a bonds yield to maturity by solving the formula Coupon Coupon Coupon Face Price of an n - period bond (1+) (1 + (1 + )" the yield we compute will be a rate per coupon interval OB. The internal rate of retum (IRR) of an investment in a zero-coupon bond is the rate of return that investors will earn on their money if they buy a default free bond at its current price and hold it to maturity O c. Financial professionals also use the term spot interest rates to refer to the default - free zero-coupon yields. OD. The yield to maturity of a bond is the discount rate that sets the future value (FV) of the promised bond payments equal to the current market price of the bond