20) Consider a 3-year, $1000 par value bond with zero coupons. The yield to maturity today is 10%. We plan to buy this bond right now (t=0), and sell it a year later (t=1). If the yield to maturity decreases to 8% after we buy this bond, and if we wait until time t=1 to sell this bond, what would be our annualized holding period return? (rounded to 2 decimals) a) -5.36% b) 4.11% c) 5.66% d) 14.11%