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$],$

$[3,103]$

$[4,102]$

$[5,100]$

Q$1-$ The bond's annual yield$-$to$-$maturity is closest to:

$4\mathrm{.}86\%$

$4\mathrm{.}98\%$

$5\mathrm{.}23\%$

Q$2-$ The bond$$s annual yield$-$to$-$first$-$call is$$closest$$to:

$5\mathrm{.}06\%$

$5\mathrm{.}12\%$

$5\mathrm{.}45\%$

Q$3-$The bond$$s annual yield$-$to$-$second$-$call is$$closest$$to:

$5\mathrm{.}06\%$

$5\mathrm{.}12\%$

$5\mathrm{.}45\%$

Q$4-$ The bond$$s yield$-$to$-$worst is$$closest$$to:

$4\mathrm{.}86\%$

$5\mathrm{.}06\%$

$5\mathrm{.}45\%$