Security:

Yield $(\%)$:

Treasury

$5\mathrm{.}2$

AAA Corporate

$5\mathrm{.}4$

BBB Corporate

$5\mathrm{.}7$

B Corporate

$6\mathrm{.}9$

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$.$ $$101\mathrm{.}61$

B$.$ $$118\mathrm{.}65$

C$.$ $$67\mathrm{.}74$

D$.$ $$84\mathrm{.}68$