BOND

MATURITY

$($YEARS$)$

COUPON

RATE FACE VALUE PRICE YTM

Treasury Bill $10\mathrm{.}00\%$ $ $1,000$ $ $996\mathrm{.}21$

Treasury Note $52\mathrm{.}20\%$ $ $1,000$ $ $982\mathrm{.}34$

Treasury Bond $102\mathrm{.}45\%$ $ $1,000$ $ $971\mathrm{.}36$

Treasury Bond $153\mathrm{.}15\%$ $ $1,000$ $ $968\mathrm{.}03$

Treasury Bond $203\mathrm{.}76\%$ $ $1,000$ $ $964\mathrm{.}18$

Corp Bond $($A$)55\mathrm{.}60\%$ $ $1,000$ $ $1,007\mathrm{.}45$

Corp Bond $($BBB$)107\mathrm{.}00\%$ $ $1,000$ $ $1,012\mathrm{.}73$

Corp Bond $($AAA$)204\mathrm{.}00\%$ $ $1,000$ $ $892\mathrm{.}84.$ Use the attached spreadsheet to view key information about a set of US government and corporate bonds.

Your company's $5-$year, A$-$rated bond is expected to be downgraded to BBB$.$ What will the new default risk premium be$?$