Question 5 (4 points) I have two bonds in my portfolio. Bond A pays me an annual coupon of $90 with a face (maturity) value of $1,000. Bond A matures in 4 years. I also have Bond B, a zero coupon bond that matures on the same day that Bond A matures on. This is the day I plan to retire. Which of the following statements is correct? My required rate of return is 8%. The duration of both bonds is the same. The duration of Bond B is less than that of Bond A. The duration of both of these bonds cannot be calculated from the information given The duration of Bond A is less than that of Bond B.