The yield-to-maturity on a quoted on a semiannual bond basis on 6-month, 1- year, and 18-month T-bills are 2.80%, 3.20%, and 4.02%, respectively. A 1.5- year, 4% Treasury note is selling at par. If a 1.5-year semiannual-pay corporate bond with a 7% coupon is selling for 102.395, what is the spread over the Treasury note for this bond? Is the zero-volatility spread (in basis points) 127, 130, or 133? The yield-to-maturity on a quoted on a semiannual bond basis on 6-month, 1- year, and 18-month T-bills are 2.80%, 3.20%, and 4.02%, respectively. A 1.5- year, 4% Treasury note is selling at par. If a 1.5-year semiannual-pay corporate bond with a 7% coupon is selling for 102.395, what is the spread over the Treasury note for this bond? Is the zero-volatility spread (in basis points) 127, 130, or 133