An investor has two bonds in his portfolio. Each bond matures in 4 years,has a face value of $1,000, and has a yield to maturity equal to 9.6%. Onebond, Bond C, pays an annual coupon of 10%; the other bond, Bond Z, is azero coupon bond. Assuming that the yield to maturity of each bond remainsat 9.6% over the next 4 years, what will be the price of each of the bonds atthe following time periods?

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