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Security: Treasury AAA Corporate 5.4 BBB Corporate B Corporate 5.6 Yield (%): 5.2 6.9 The above table shows the yields to maturity on a number

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Security: Treasury AAA Corporate 5.4 BBB Corporate B Corporate 5.6 Yield (%): 5.2 6.9 The above table shows the yields to maturity on a number of three-year, zero-coupon securities. What is the price per $100 of the face value of a three-year, zero-coupon corporate bond with a BBB rating? A. $67.94 B. $101.90 C. $84.92 OD. $118.89

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