. An analyst is evaluating two bonds, Bond A and Bond B. The effective maturity of both bonds is 5 years. The face value of both bonds is $1000 and the yield to maturity for the bonds is 8.5%. Bond B is a zero coupon bond whereas Bond A pays a 10% annual coupon. (6 marks) a) Assuming that the yield to maturity of each bond remains at 8% over the next 4 years, calculate the price of both bonds for every year i.e. price at n=5, n=4, price at n=3, price at n=2. Price at n= 1, and price at n=0. b) Plot the time path of prices for each bond (on same scale/graph)