AAA Corporation has issued three-year bonds that have a continuously compounded YTM of 4.95% and an expected recovery rate of 39% in case of default. The continuously compounded risk-free interest rate is 2.65%. What is the implied risk- neutral default probability for these bonds in their third year? Note: Your answer must be expressed in percentage terms and accurate to within 0.01%. E.g., if you find a risk-neutral default probability of 1.23%, then put 1.23 as your answer. AAA Corporation has issued three-year bonds that have a continuously compounded YTM of 4.95% and an expected recovery rate of 39% in case of default. The continuously compounded risk-free interest rate is 2.65%. What is the implied risk- neutral default probability for these bonds in their third year? Note: Your answer must be expressed in percentage terms and accurate to within 0.01%. E.g., if you find a risk-neutral default probability of 1.23%, then put 1.23 as your