Could you explain why this answer is correct?

Problem: A particular bond makes annual coupon payments worth 6.5% of its $1,000 face value. The yield to maturity on this bond is currently 5%, which is unchanged from a year ago (that is, the bonds yield to maturity last year was also 5%). Based only on this information, which of the following must be true about the bonds total return and its capital gain or loss (i.e., the change in the bonds price) over the last year? Recall that the total return includes the effect of both the coupon payment and the capital gain.

Answer: The bond suffered a capital loss (its price went down) but its total return was positive.