As bond ratings drop, what happens to the standard deviation of yields to maturity?

 

Pivot Table Average of Credit Spread Years to Maturity Rating AAA AA A B CCC CC Grand Total V 3.000 4.000 5.000 6.000 0.008296154 0.007601818 0.011565 0.013528182 0.012418333 7.000 Grand Total 0.01019 0.010310588 0.021664 0.01814509 0.01049 0.014865645 0.0152975 0.01944 0.020461622 0.020050909 0.021979667 0.020026667 0.018989186 0.020972941 0.021506723 0.020802111 0.021336957 0.0199875 0.020593115 0.026459732 0.026777439 0.031787944 0.03069843 0.028025176 0.029100693 0.026005714 0.028875322 0.053530952 0.053429556 0.054054 0.052817 0.055784286 0.049188519 0.04502 0.05295761 0.06062 0.072980244 0.080037059 0.077369545 0.075367692 0.070026809 0.067518056 0.062456923 0.1128084 0.114232083 0.112488333 0.1230925 0.11694 0.114476 0.188656667 0.188656667 0.03828615 0.039674726 0.040025559 0.03542658 0.031392792 0.031461914 0.026874054 0.036183364 1.000 2.000