An investor has three bonds in his portfolio that have a face value of $1,000. They have the following semi-annual coupon rates and time to maturity. Bond A: 7% coupon and 12 years to maturity Bond B: Zero-coupon and 12 years to maturity Bond C: 7% coupon and 2 years to maturity 1. Calculate the price of each bond at a YTM of 5% and at a YTM of 6%. (This question is asking for six calculations.) How can this be solved on a TVM solver?