Bond Value as Maturity Approaches

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 $8\mathrm{.}0\%.$ One bond, Bond C$,$ pays an annual coupon of $10\%$; the other bond, Bond Z$,$ is a zero coupon bond. Assuming that the yield to maturity of each bond remains at $8\mathrm{.}0\%$ 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. Fill in the following table. Round your answers to the nearest cent.

T Price of Bond C Price of Bond Z

$0$ $

$

$1$

$2$

$3$

$4$