Consider the following yields to maturity on various one$-$year zero$-$coupon securities:

$\backslash$table$[[$Security$,$Yield $(\%)],[$Treasury$,4\mathrm{.}9],[$AAA Corporate,$5\mathrm{.}1],[$BBB Corporate,$5\mathrm{.}8],[$B Corporate,$6\mathrm{.}5]]$

The credit spread of the BBB corporate bond is closest to:

A$.0\mathrm{.}9\%$

B$.0\mathrm{.}45\%$

c$.1\mathrm{.}2\%$

D$.1\mathrm{.}8\%$