A bank has two investment options to chose from for short term investment:

Option A: A money market security issued by a multinational corporation with a face value of $2000 with 120 days to maturity to be traded for $1850.

Option B: A 60-day tax exempted government bill with a face value of $2000 to be traded for $1950.

The corporate tax rate on bank earnings is 40%.

Which security would you chose based on the after tax YTM return? Justify by showing your calculations appropriately.