You have just purchased a 10-year zero-coupon bond with a yield to maturity of 10% and a par value of $1,000. What would your rate of return at the end of the year be if you sell the bond? Assume the yield to maturity on the bond is 11% at the time you sell.

A. 10.00%

B. 20.42%

C. 13.8%

D. 1.4%

E. None of these is correct