11. Problem 7.06 (Bond Valuation) CO eBook Problem Walk-Through An investor has two bonds in her portfolio, Bond C and Bond 2. Each bond matures in 4 years, has a face value of $1,000, and has a yield to maturity of 9.3%. Bond C pays a 10.5% annual coupon, while Bond Z is a zero coupon bond. a. Assurning that the yield to maturity of each bond remains at 9.3% over the next 4 years, calculate the price of the bonds at each of the following years to maturity. Round your answers to the nearest cent. Years to Maturity Price of Bond C Price of Bond 2 $ 3 2 1 0 $ $ $ $ $ $ $ $ $ b. Select the correct graph based on the time path of prices for each bond. Bond Price Bond $1200 $1.000 5800 5600 cond Z 5400 5200 Years to Mau B Bond Price! $1.200 Bond Z $1,000 $800 $600 Sond $400 $200 3 1 Years to Maturity Bond Price! $1.200 Bond C $1.000 $800 5600 Bond Z $400 $200 Nt 6 Years to Maturity Bond Price! $1.2001 Bond Z $1,000 $800 $600 Bond C $400 $200 32 1 0 Years to Maturity The correct sketch is -Select- v