Today,you purchuse a 23 year, 3.3 X coupon bond with semi-annual payments. The bond is rated AMA and you note that AMA bonds are selling at a credit spread of 125 basis points above Treasuries. Comparable Treasury securities have a yield-to-maturity of 2.69. Sox years from now, immediately after recelving the 12 th semi-annual coupon payment, you sell the bond. At the time you see the bend, it is stil AAA and credit spreads have remalined constant. However, at that time, comparable Treasuries have a yieldto-maturity of 3.6% What is the holding period retum? 1.97% 0.99% 246% 1.23x