An investor has two bonds in her portfolio, Bond $C$ and Bond $Z.$ Each See the Bonds tab of the attached Excel sheet for necessary information to answer this question.

At $4$ years to maturity, the price of Bond $C$ is: Blank $1$

At $3$ years to maturity, the price of Bond $C$ is: Blank $2$

At $2$ years to maturity, the price of Bond $C$ is: Blank $3$

At $1$ year to maturity, the price of Bond C is: Blank $4$

At maturity, the price of Bond C is: Blank $5$

At $4$ years to maturity, the price of Bond $Z$ is: Blank $6$

At $3$ years to maturity, the price of Bond $Z$ is: Blank $7$

At $2$ years to maturity, the price of Bond $Z$ is: Blank $8$

At $1$ year to maturity, the price of Bond $Z$ is: Blank $9$

At maturity, the price of Bond $Z$ is: Blank $10$

bond matures in $4$ years, has a face value of $$1,000,$ and has a yield to

maturity of $7\mathrm{.}8\%.$ Bond C pays a $10\mathrm{.}75\%$ annual coupon, while Bond Z is a

zero coupon bond.

Assuming that the yield to maturity of each bond remains at $7\mathrm{.}8\%$ over

the next $4$ years, calculate the price of the bonds at each of the years to

maturity in the table.

$(10$ points$)$

Last year This Is Easy, Inc. issued a $13-$year, $11\%$ semiannual coupon

bond at its par value of $$1,000.$ Currently, the bond can be called in $5$ years

at a price of $$1,075$ and it sells for $$1,300.$

What are the bond's nominal yield to maturity and the nominal yield to

call? Should investors expect a call $($yes or no$)?$

$(5$ points$)$