问题如下：
A bond with 5 years remaining until maturity is currently trading for 101 per 100 of par value. The bond offers a 6% coupon rate with interest paid semiannually. The bond is first callable in 3 years, and is callable after that date on coupon dates according to the following schedule:
The bond’s yield-to-worst is closest to:
选项：
A. 2.88%.
B. 5.77%.
C. 6.25%.
解释：
B is correct.
The yield-to-worst is 5.77%. The bond’s yield-to-worst is the lowest of the sequence of yields-to-call and the yield-to-maturity. From above, we have the following yield measures for this bond:
Yield-to-first-call: 6.25%
Yield-to-second-call: 5.94%
Yield-to-maturity: 5.77%
Thus, the yield-to-worst is 5.77%.
老师您好，您帮我看看看我错在哪里了？
