Consider two corporate bonds, call them A and B. Each of these bonds has the face value of $1,000, the remaining term-to-maturity = 12 years and yield to maturity = 8% per annum. However, their coupon rates are different as given in the following table: Bond A . Coupon Rate 0.0 10% B pays coupons semi-annually. (a) Calculate the current price of each of the two bonds. 6) Assume now that the yield-to-maturity of each bond rises from current 8% to 10% per annum. Calculate the resulting percentage changes in the prices of the two bonds. (c) Additionally, assume that the yield-to-maturity instead of rising to 10% from 8% actually falls to 6% from 8%. Find the resulting percentage changes in the prices of the two bonds. (d) Which of the two bonds has higher interest rate risk and why