Security:

Treasury

AAA Corporate

BBB Corporate

B Corporate

Yield(%):

5.2

5.4

5.6

6.9

The above table shows the yields to maturity on a number of one-year, zero-coupon securities. What is the price per$100 of the face value of a one-year, zero-coupon corporate bond with a BBBrating?

A.

$113.64

B.

$132.58

C.

$94.70

D.