Assume you have a one-year investment horizon and are trying to choose among three bonds. All have the same degree of default risk and mature in 8 years. The first is a zero- coupon bond that pays $1,000 at maturity. The second has an 70% coupon rate and pays the $70 coupon once per year. The third has a 9.0% coupon rate and pays the $90 coupon once per year. a. If all three bonds are now priced to yield 7.0% to maturity, what are their prices? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero Current prices 7.0% Coupon $ 9.0% Coupon $ $ b-1. If you expect their yields to maturity to be 7.0% at the beginning of next year, what will their prices be then? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Zero 7.0% Coupon 9.0% Coupon Price one year from $ now b-2. What is your rate of return on each bond during the one-year holding period? (Do not round intermediate calculations.Round your answers to 2 decimal places.) Zero 7.0% Coupon % 9.0% Coupon % Rate of return %