A trading portfolio consists of two bonds, A and B. Both have modified duration of 3 years and face value of USD 1,000. Bond A is a zero-coupon bond, and its current price is USD 900. Bond B pays annual coupons and is priced at par. What is expected to happen to the market prices of bond A and bond B, in dollar terms, if there is a parallel upward shift in the yield curve of 1%?