Suppose that a non$-$dividend paying firm issues a zero$-$coupon bond maturing in three years. The bond$$s face value is $$100,$ the current value of the assets is $$200,$ the risk$-$free rate $($cc$)$ is $6\%,$ and the volatility of the underlying assets is $25\%.$ Using the BSM model,

a$)$ What are the current values of equity and debt?

b$)$ What is the bond$$s implied yield to maturity $($in effective annual rate$)?$