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What is the credit spread (to two decimal places) between the GOVERNMENT OF CANADA bond with a 2.25% coupon, maturing on December 1, 2029, and

What is the credit spread (to two decimal places) between the GOVERNMENT OF CANADA bond with a 2.25% coupon, maturing on December 1, 2029, and the corporate bond with a maturity date closest to December 1, 2029?

Question options:

a. 4.47

b. 0.18

c. 10

d. 0.90

Issuer Coupon Maturity Price Yield Rating
GOVERNMENT OF CANADA 2.000 06/01/2028 95.287 2.89233 AAA
GOVERNMENT OF CANADA 2.250 06/01/2029 96.295 2.85539 AAA
GOVERNMENT OF CANADA 5.750 06/01/2029 117.649 2.86305 AAA
GOVERNMENT OF CANADA 2.250 12/01/2029 96.075 2.85126 AAA
GOVERNMENT OF CANADA 1.250 06/01/2030 88.876 2.85631 AAA
GOVERNMENT OF CANADA 0.500 12/01/2030 82.663 2.86971 AAA
GOVERNMENT OF CANADA 1.500 06/01/2031 89.429 2.87187 AAA

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