The following information relates to the next four questions:

A bond with $5$ years remaining until maturity is currently trading for $105$ per $100$ of par value. The bond offers a $6\%$ coupon rate with interest paid semiannually. The bond is first callable in $3$ years, and is callable after that date on coupon dates according to the following schedule:

$[$End of Year,Call Price$],$

$[3,103],$

$[4,102],$

$[5,100],$

The bond's annual yield$-$to$-$maturity is closest to:

$4\mathrm{.}86\%.$

$4\mathrm{.}98\%.$

$5\mathrm{.}23\%.$

The bond$$s annual yield$-$to$-$first$-$call is$$closest$$to:

$5\mathrm{.}06\%.$

$5\mathrm{.}12\%.$

$5\mathrm{.}45\%.$

The bond$$s annual yield$-$to$-$second$-$call is$$closest$$to:

$5\mathrm{.}06\%.$

$5\mathrm{.}12\%.$

$5\mathrm{.}45\%.$

The bond$$s yield$-$to$-$worst is$$closest$$to:

$4\mathrm{.}86\%.$

$5\mathrm{.}06\%.$

$5\mathrm{.}45\%.$