please give me the work and the answer to this question.

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%. Required: a. What is the price of each bond today? b. What will be the price of each bond in one year if the yield curve is flat at 9% at that time? c. What will be the rate of return on each bond