Question 10 5 points Save Answer Yields on 3-year Treasury notes are 4%. Suppose that you purchased a 3-year, zero-coupon, $1,000 face value mortgage backed security (MBS), which is rated BBB.Investors require 3% yield spread for BBB rated securities over the yields of risk-free securities. The yield spread is based on a 10% probability of default that BBB securities experience on average and they pay 75% of promised payments when in default. What is your expected return on the MBS? O A 4.3% OB 73% Oc3.3% OD 7% O E 6.1%