textbook work for a b c d

mbers 7.1 Bond Valuation 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 the discount rate is 9.6%. Bond C pays a 10% annual coupon, while Bond Z is a zero coupon bond. Assuming that the yield to maturity of each bond remains at 9.6% over the next 4 years, calculate the prices of Bond C and Z at each of the following years to maturity: a. 4 years to maturity b. 3 years to maturity c. 1 years to maturity d. O years to maturity