2. Using the information below, calculate what the investors would be willing to pay for the debt security. Then calculate the yield to maturity and the expected default loss. Data: Face value of debt: $10,000 Debt term (number of years) 1 13% Debt coupon rate (annual) Probability of default 15% Recovery rate (principal paid upon default) 40% Recovery rate interest paid upon default) 10% 2. Using the information below, calculate what the investors would be willing to pay for the debt security. Then calculate the yield to maturity and the expected default loss. Data: Face value of debt: $10,000 Debt term (number of years) 1 13% Debt coupon rate (annual) Probability of default 15% Recovery rate (principal paid upon default) 40% Recovery rate interest paid upon default) 10%