Hi

I can’t work out why I am wrong about the answer to the below question from CFAI practice q’s:

It’s certain to be something stupid I’m missing but my answers were:

X. (0.68% x 3/12) - (2.4 x -0.3) - (55% x 0.7% x 3/12) = 0.89%

Y. (1.74% x 3/12) - (1.4 x -0.3) - (60% x 4.3% x 3/12) = 0.85%

Z. (2.63% x 3/12) - (1.1 x -0.3) - (65% x 13.8% x 3/12) = 0.97%

Therefore choose answer C (Bond Z). But the answer was A (Bond X).

Can anyone help?

Thanks in advance