Security:

Treasury

AAA Corporate

BBB Corporate

B Corporate

Yield(%):

5.2

5.4

6.8

9.5

The above table shows the yields to maturity on a number of three-year, zero-coupon securities. What is the credit spread on a three-year, zero-coupon corporate bond with a Brating?

A.

6%

B.

5.2%

C.

4.3%

D.

3.4%