The following three bonds all have a face value of $1,000 and a yield to maturity of 5% p.a. They all pay annual coupons starting in one year's time. Bond A is a 20-year zero coupon bond. Bond B is 20-year 10% coupon bond. Bond C is a 5-year 10% coupon bond. One year later, the yield to maturity changes to 4% p.a. Calculate the percent change in the price for all the three bonds.