You want to compare Treasury bills $($T$-$bills$)$ with coupon paying Treasury bonds with the same maturity. You notice the following quotes for the $4-$week $(29$ day$),2-$month $(57$ day$),3$month $(87$ day$),6-$month $(178$ day$),$ and $12-$month $(353$ day$)$ T$-$bills.

$\backslash$table$[[$days$,$bid yield,ask yield$],[29,0\mathrm{.}353,0\mathrm{.}293],[57,0\mathrm{.}700,0\mathrm{.}629],[87,0\mathrm{.}846,0\mathrm{.}823],[178,1\mathrm{.}414,1\mathrm{.}396],[353,2\mathrm{.}082,2\mathrm{.}058]]$

Calculate the bond equivalent yield $($ask$)$ for the $57$ day T$-$bills.

$0\mathrm{.}6479\%$

$0\mathrm{.}2966\%$

$0\mathrm{.}5978\%$

$0\mathrm{.}6384\%$