Hi, I am not sure where to even start with this below problem?

Suppose A-rated bonds were trading in the market at a YTM of 10% on all maturities, and you bought an A-rated, 10-year, 9% coupon bond with face value of $1,000 and annual coupon payments. Suppose that immediately after you bought the bond the yield on such bonds dropped to 8% on all maturities and remains there until you sold the bond at your horizon date at the end of four years.

A) What price did you pay for the 10-year, 9% coupon bond?

B) Show in a flow matrix the coupons you received on the bond and their values at your horizon date from reinvesting.

C) What is the price of the original 10-year bond at your horizon date?

D) What is your horizon date value and total return?