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A BBB-rated corporate bond has a yield to maturity of 12.8%. A U.S. Troasury security has a yild to maturity of 10.8%. These yiolds are

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A BBB-rated corporate bond has a yield to maturity of 12.8%. A U.S. Troasury security has a yild to maturity of 10.8%. These yiolds are quoled as APFs with semiantrial compounding. Bohi bonds pay semiannual coupons at an annual rate of 11.5% and havo five years to maturity. a. What is the price (expressed as a percontage of the face value) of the Treasury bond? b. What is the price (expressed as a percentage of the face value) of the BBB-rated corporato bond? c. What ia the oredt spread on the BaB bonds? a. What in the price (expressed as a percentage of the face value) of the Treasury bond? The price of the Treasury securty as a percentage of face value is _. (Round to two decimal places.) b. What is the price (expressed as a parcentage of the face valuo) of the BBE-rated coperate bond? The prion of the B8B tated corporate bond as a percentage of face value is 6. (Round to two decimal places) c. What is the credt apread on the BAB bonds? The credit spread on the ABB bonds is \%. (Round to two decienal places.)

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