A Treasury bond that matures in 8 years has a yield of 3.62%. An 8-year corporate bond has a yield of 6.04%. The k* is 0.86%. Assume that the liquidity premium on the corporate bond is 1.23%. What is the default risk premium on the corporate bond? a. 1.19 percent b. 2.39 percent c. You cant calculate it since you dont have the MRP. d. You cant calculate it since you dont have the IP. e. You cant calculate it since you dont have the MRP or IP.