Reinvestment Income par, following, payments, security, correct

toocfatoo

XYZ purchases a 4-year, 6%, semiannual-pay Treasury note for $9,485. The security has a par value of $10,000. To realize a total dollar return equal to 7.515% (its yield to maturity), XYZ must have which of the following reinvestment assumptions?

A)

All payments must be reinvested at more than 7.515%.
B)
All payments must be reinvested at 7.515%.
C)
All payments must be reinvested at less than 7.515%.

Without doing the math the obvious ans is B (which is also the correct ans). However, if I do the math.... something doesn't match up

Total dollar return = 9485*(1.03)^8 - 9845 = 2530.31
Coupon payment + Gain on sec + Reinvestment Income = 2530.31
2400 + (10000-9485) + Reinvestment Income = 2530.31

Reinvestment Income = -385....

Is the solution wrong or am I wrong???