How do I make a single character bold?

I have a string of characters, like

"CDABOZPVRYXSWQEGNILUTHMKJF"

and want to convert it to a string in which the character at position p is bold.

After doing this I want to leave the result in a table that will be displayed in TableForm and then used for publications or export — e.g., copy as LaTeX— so the result needs to be (essentially) a formatted string with a single bold character.

Is there a way to accomplish this?