Currently, the term structure is as follows: 1 -year zero-coupon bonds yield 7%;2-year zero-coupon bonds yield 8%;3-year and longermaturity zero-coupon bonds all yield 9%. You are choosing between 1, 2., and 3 -year maturity bonds all paying annual coupons of 8% a. What is the price of each bond today? (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. What will be the price of each bond in one year it the yield curve is llat at y% at that time? (Do not round intermediate calculations. Round your onswers to 2 decimal places.) c. What will be the rate of return on each bond? (Do not round intermediate calculations. Round your answers to 2 decimal places.)