7-5 . The investor has two bonds in her portfolio: Bond C and Bond Z. Each bond matures in 4 years, has a face value of $1,000, and the yield to maturity of 9.6%. Bond C pays 10% annual coupons. Bond Z is a zero coupon bond. Assuming that the yield to maturity of each bond remains at 9.6% over next 4 years, calculate the price of these bonds at each of the following years to maturity: . Years to Maturity Price of Bond C Time t=0 Price of Bond z n=4 t=1 n=3 t=2 n=2 t=3 n=1 t-4 n=0