Suppose You Observed That One-Year T-Bills Are Trading at a YTM

Suppose you observed that one-year T-bills are trading at a YTM of 4.35 percent.The yield spread between AAA- and BBB-rated corporate bonds is 150 basis points.The maturity yield differential between the one-year T-bills and the five-year government bonds is 65 basis points.What yield would you expect to observe on BBB-rated corporate bonds with a five-year maturity?

A) 5.00%
B) 5.20%
C) 5.85%
D) 6.50%