Each bond in a portfolio matures in $4$ years. Face value is $$1,000,$ YTM$=9\mathrm{.}6\%6$ points

One Bond C pays an annual coupon of $10\%,$ the other bond Z is a zero coupon bond. Assuming

YTM of each bond stays at $9\mathrm{.}6\%$ over the next four years, what will be the price of each of the

bonds at time $=0,1,2,3,4$ from today?