Security: Treasury

AAA Corporate

BBB Corporate

B Corporate

Yield $(\%)$: $5\mathrm{.}2$

$5\mathrm{.}4$

$6\mathrm{.}3$

$6\mathrm{.}9$

The above table shows the yields to maturity on a number of three $-$ year, zero $-$ coupon securities$.$ What is the price per $$100$ of the face value of a three $-$ year, zero $-$ coupon corporate bond

with a BBB rating?

A$.$ $$99\mathrm{.}9$

B$.$ $$116\mathrm{.}55$

C$.$ $$83\mathrm{.}25$

D$.$ $$66\mathrm{.}6$