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An investor has two bonds in her portfolio, Bond C and Bond Z$.$ Each bond matures in $4$ years, has a face value of $$1,000,$ and has a yield to maturity of $8\mathrm{.}6\%.$ Bond $C$ pays a $10\mathrm{.}5\%$ annual coupon, while Bond $Z$ is a zero coupon bond.

a$.$ Assuming that the yield to maturity of each bond remains at $8\mathrm{.}6\%$ over the next $4$ years, calculate the price of the bonds at each of the following years to maturity. Round your answers to the nearest cent.

$\backslash$table$[[$Years to Maturi

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annual coupon, while Bond $Z$ is a zero coupon bond. your answers to the nearest cent.

$\backslash$table$[[4,$$$,\frac{?}{\text{b}\text{a}\text{r}}(b)$ty Price of Bond C Price of Bond Z$,],[4,$$