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Consider the following yields to maturity on various one-year zero-coupon securities: Security Yield (%) Treasury 5 AAA Corporate 5.2 BBB Corporate 6 B Corporate 6.6

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Consider the following yields to maturity on various one-year zero-coupon securities: Security Yield (%) Treasury 5 AAA Corporate 5.2 BBB Corporate 6 B Corporate 6.6 The price (expressed as a percentage of the face value) of a one-year, zero-coupon, corporate bond with a BBB rating is closest to: OA 132.08 OB. 113.21 O c. 94.34 OD. 75.47

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