These are all issued by the same issuer with the same par value. They only differ on the size of the

coupon payments and the maturity.

a$.3-$year $($you get the FV sooner, so its PV must be higher$).$

b$.4\%$ coupon bond$$the timing is the same, but the $4\%$ coupon bond pays interest payments

while the zero$-$coupon bond is a pure discount bond.

c$.6\%$ coupon bond$$the timing is the same, but the coupon $($interest$)$ payments are higher for the

$6\%$ bond.

When the timing is the same, the bond with the higher coupon payments $($larger interim cash flows$)$

must be worth more. When the timing is different, but the coupons are zero, the bond that pays off

sooner must be worth more.