Asteroids and comets are really one class of objects - small bodies in the Solar System. The distinction is mainly historical. Every object will evaporate if it gets too close to the Sun, even the asteroids that are made of rock and metal. read more
Asteroids are also found in the Kuiper Belt, just past Pluto. Also, way past the Kuiper belt, there is something called the Oort cloud, which forms the boundary to our solar system. It is made of millions of Comets and Asteroids that are barely held together by the Sun's gravity. read more
In particular, these models suggest that the Kuiper Belt -- a cold region beyond the orbit of Neptune -- should contain a small fraction of rocky bodies from the inner Solar System, such as carbon-rich asteroids, referred to as carbonaceous asteroids [2]. read more