show work. no excel thanks

the answer is option b

*7.1.13 It is assumed that the term structure of interest rates is flat, so that the yield on a zero coupon bond with any time to maturity is i per year. Two bonds with the same face amount and the same number (n22) of annual coupons to maturity are being compared. Bond 1 has coupon raten (per year) and Bond 2 has coupon rate r2 per year. If n >n 20, which of the following statements is true about the bond prices P and P, and the bond Macaulay durations Di and D2? (a) P > P, and D > D2 (b) P; D2 (c) Pi>P, and D;