In the context of bond pricing and interest rate risk, consider the following scenario:

The yield curve undergoes a 1% parallel upward shift. Calculate the change in the market prices of two specific bonds under these conditions:

1. Bond A: This is a zero-coupon bond with a current market price of USD 900.
2. Bond B: This is an annually coupon-paying bond, currently priced at par (USD 1,000).

Both bonds have a modified duration of 3 years and a face value of USD 1,000. How will the market prices of Bond A and Bond B change as a result of the 1% increase in the yield curve?