An investor has two bonds in her portfolio, Bond C and Bond Z$.$ Each bond matures in $4$ years, has a face value of $$1,000,$ and has a yield to maturity of $8\mathrm{.}8\%.$ Bond C pays a $10\mathrm{.}5\%$ annual coupon, while Bond Z is a zero coupon bond.An investor has two bonds in her portfolio, Bond C and Bond Z$.$ Each bond matures in $4$ years, has a face value of $$1,000,$ and has a yield to maturity of $8\mathrm{.}8\%.$ Bond C pays a $10\mathrm{.}5\%$ annual coupon, while Bond Z is a zero coupon bond.

Assuming that the yield to maturity of each bond remains at $8\mathrm{.}8\%$ over the next $4$ years, calculate the price of the bonds at each of the following years to maturity. Round your answers to the nearest cent.

Years to Maturity Price of Bond C Price of Bond Z

$4$ $

$

$3$ $

$

$2$ $

$

$1$ $

$

$0$ $

$

Select the correct graph based on the time path of prices for each bond.

The correct sketch is

$-$Select$-$

Assuming that the yield to maturity of each bond remains at $8\mathrm{.}8\%$ over the next $4$ years, calculate the price of the bonds at each of the following years to maturity. Round your answers to the nearest cent.

Years to Maturity Price of Bond C Price of Bond Z

$4$ $

$

$3$ $

$

$2$ $

$

$1$ $

$

$0$ $

$

Select the correct graph based on the time path of prices for each bond.

The correct sketch is

$-$Select$-$