2. Suppose 10-year T-bonds have a yield of 5.00% and 10-year corporate bonds yield 6.50%. Also, corporate bonds have a 0.30% liquidity premium versus a zero liquidity premium for T-bonds, and the maturity risk premium on both Treasury and corporate 10-year bonds is 1.20%. What is the default risk premium on corporate bonds? a. 1.10% b. 1.20% c. 1.30% d. 1.40% e. 1.50%