An investor buys a four-year, 10% annual coupon payment bond priced to yield 5.00%. The investor plans to sell the bond in two years once the second coupon payment is received. Calculate the purchase price for the bond and the horizon yield assuming that the coupon reinvestment rate after the bond purchase and the yield-to-maturity at the time of sale are 

(1) 3.00%, 

(2) 5.00%, and 

(3) 7.00%.