oogie | MINDTAP Q Search the Spring 2021 Problem 7.06 (Bond Valuation) Question 10 of 12 Check My Work 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 8.1%. Bond C pays a 10.5% annual coupon, while Bond 2 is a zero coupon bond. a. Assuming that the yield to maturity of each bond remains at 8.1% 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 z 4 $ 3 $ $ 2 $ 1 $ 0 $ 3 b. Select the correct graph based on the time path of prices for each bond A Bond Price $1200 $1,000 Bond