One of the Following Statements Below Is Incorrect

Multiple Choice

One of the following statements below is incorrect. Which one? (Consider each statement by itself without reference to the other statements.)

A) Security A has the same maturity, default risk and tax status as Security B but is more marketable than B; thus, Security A should carry a lower yield
B) Securities A and B are new corporate bonds issued today and have comparable maturities and risk levels, but A has a 10-year call deferment and B a 5-year deferment; thus, Security A should carry a lower yield
C) Securities A and B are new corporate bonds issued today with comparable maturities and risk levels, but A is convertible and B is not; Security A should carry a higher yield
D) Security A is an AA-rated municipal bond, while Security B, having the same maturity and AA rating, is a corporate bond; thus, security A should have the lower yield
E) All of the above statements are correct.
F) None of the above statements are correct