A company would like to borrow a $1 million loan from the bank for 4 years. This borrower has a BB credit rating on the bond market. The bank has collected related corporate bond returns and government bond returns, presented in the following table. Table 1 Bond ratings and return rates with different maturities 1 year 2 year 3 year 4 year 5 year 3.50% 4.20% 4.30% 5.45% 6.60% AAA AA 3.60% 4.60% 4.80% 5.55% 6.90% JA 4.10% 4.90% 5.50% 5.95% 7.20% BBB 5.30% 5.60% 5.80% 6.50% 7.90% IBB 6.00% 6.50% 6.80% 7.55% 8.10% IB 7.00% 7.50% 8.80% 9.55% 10.10% ICCC 7.50% 7.90% 8.90% 10.55% 11.10% | 7.80% 8.80% 9.60% 10.50% 12.80% if the loan is granted, What's the probability for the bank to get back the loan and interests Government Bond 1.50% 2.70% 3.10% at maturity date? 3.90% 4.20% Select one: O a. 95.75% O b. 87.10% O c. 92.99% O d. 89.96% O e. None of the above