Question: Security: Treasury AAA Corporate BBB Corporate B Corporate Yield (%): 2.0 5.4 6.8 6.8 The above table shows the yields to maturity on a number
Security:
Treasury
AAA Corporate
BBB Corporate
B Corporate
Yield (%):
2.0
5.4
6.8
6.8
The above table shows the yields to maturity on a number of two-year, zero-coupon securities. What is the credit spread on a two-year, zero-coupon corporate bond with a B rating?
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