an investor has two bonds in his portfolio. Each bond matures in 4 years, has a face value of $1,000, and has a yield to maturity equal to 9.5%. One bond, Bond C, pays an annual coupon of 12%; the other bond, Bond Z, is a zero coupon bond. Assuming that the yield to maturity of each bond remains at 9.5% over the next 4 years, what will be the price of each of the bonds at the following time periods? Assume time 0 is today