An investor has two bonds in her portfolio, Bond C and Bond Z. Each bond matures in 4 years, has face values of $1,000, and has a yield to maturity of 8.2%. Bond C pays a 11.5% annual coupon, while Bond Z is a zero coupon bond.

Assuming that the yield to maturity of each bond remains at 8.2% over the next 4 years, calculate the price of the bonds at each of the following years to maturity. Do not round intermediate calculations. Round the answer to the nearest cent.

\begin{tabular}{cll} Years to Maturity & Price of Bond C & Price of Bond Z \\ \hline 4 & $ \\ \hline 3 & $ \end{tabular} \begin{tabular}{|c|c|c|c|c|} \hline 2 & A & B & C & D \\ \hline 1 & Bond valuation & & & \\ \hline 2 & & & & \\ \hline 3 & & Bond C & & Bond Z \\ \hline 4 & Length of maturity in years & 4 & & 4 \\ \hline 5 & Face value & $1,000 & & $1,000 \\ \hline 6 & Yield to maturity & 8.20% & & 8.20% \\ \hline 7 & Annual coupon & 11.50% & & 0.00% \\ \hline 8 & & & & \\ \hline 9 & Years to Maturity & \begin{tabular}{l} Price of \\ Bond C \end{tabular} & & \begin{tabular}{l} Price of \\ Bond Z \end{tabular} \\ \hline 10 & 4 & & & \\ \hline 11 & 3 & & & \\ \hline 12 & 2 & & & \\ \hline 13 & 1 & & & \\ \hline 14 & 0 & & & \\ \hline \end{tabular}