An investor has two bonds in her portrollo, bond C and bond L$.$ tach bond matures in $4$ ears, nas a tace value of $$1,$U$,$ and has a vield to maturity ot $8\mathrm{.}5\%.$ bond C pays a $12\mathrm{.}5\%$ annual coupon, whIle

Bond Z is a zero coupon bond.

a$.$ Assuming that the yield to maturity of each bond remains at $8\mathrm{.}5\%$ 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 cant.