[CFA Level 2] Level2固定收益问题咨询 收益, paying, return, annual, expected

8stephen8

Assume a flat yield curve of 6%. A three-year $100 bond is issued at par paying an annual coupon of 6%. What is the bond's expected return if a trader predicts that the yield curve one year from today will be a flat 7%?A. 4.19%
B. 6.00%
C. 8.83%

答案选A，请教是如何计算而得？