An investor has two bonds in her portfolio. Each bond mature in 4 years, has a face value of 1,000, and has a yield to maturity equal to 9.6%. One bond, Bond C, pays an annunal coupon of 10%; the other bond, 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, what will be the price of each of the bonds at the following time period? Fill in the following tables:

t.     Price of Bond C                  Price of Bond Z

0     ____________                 ______________

1     _____________               ______________

2    _____________                ______________

3    _____________                ______________

4    _____________                ______________