Consider the following yields to maturity on various one-year zero-coupon securities: Security: Treasury AAA Corporate A Corporate BBB Corporate B Corporate Yield (%): 5.2 5.4 5.8 6.2 6.9 The price (expressed as a percentage of the face value) of a one-year, zero-coupon corporate bond with a AAA rating is closest to: O A. 94.88 B. 95.10 C. 95.60 D. 94.70 E. 94.16