A zero-coupon bond has a beta of 0.15 and promises to pay $5,000 next year with a probability of 96%, $1,000 with a probability of 2%, and there is a 2% probability of total default. One-year Treasury securities are yielding 4%, and the expected return on the market is 10%. 37) Refer to the information above. What is the time premium for this bond investment? 37) A) 6.0% B) 5.3% C) 5.4% D) 4.0%