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0.5 pts Pregunta 19 The following represents two yield curves. Maturity Treasuries Corporate 6 months 2% 3% 1 year 3% 4% 5 years 4% 5%

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0.5 pts Pregunta 19 The following represents two yield curves. Maturity Treasuries Corporate 6 months 2% 3% 1 year 3% 4% 5 years 4% 5% 6 years 5% 6% What is the expected probability of default in year 6 of the 6-year maturity corporate debt in decimals? (Round to two decimals)

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