The following table summarizes the yields to maturity on several one-year, zero-coupon securities: a. What is the price (expressed as a percentage of the face value) of a one-year, zero-coupon corporate bond with a AAA rating? b. What is the credit spread on AAA-rated corporate bonds? c. What is the credit spread on B-rated corporate bonds? d. How does the credit spread change with the bond rating? Why? a. What is the price (expressed as a percentage of the face value) of a one-year, zero-coupon corporate bond with a AAA rating? The price of this bond will be % (Round to three decimal places.) b. What is the credit spread on AAA-rated corporate bonds? The credit spread on AAA-rated corporate bonds is %. (Round to two decimal places.) c. What is the credit spread on B-rated corporate bonds? The credit spread on B-rated corporate bonds is %. (Round to two decimal places.) d. How does the credit spread change with the hond ratina? Why? (Select the best choice below) i Data Table (Click on the following icon 2 in order to copy its contents into a spreadsheet.) Yield (%) Security Treasury AAA corporate BBB corporate B corporate 3.07 3.18 4.15 4.89