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

Security

Treasury

AAA Corporate

BBB Corporate

B Corporate

Yield $(\%)$

$3\mathrm{.}8$

$4$

$4\mathrm{.}8$

$5$

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

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

B$.2\mathrm{.}4\%$

C$.1\mathrm{.}5\%$

D$.0\mathrm{.}6\%$M