Company ABC has non-dividend-paying equity (Et: equity value at time t) and zero-coupon debt (Bt: debt value at time t; promised payment at time T is $500 million). A, is the asset value of the firm at time t. The firm has 20 million shares outstanding in the stock market, and the stock price is $3/share. Ao = $400 million, te=2% (continuous time), and T=5 years. (a) Find the (implied) asset volatility (b) Find the continuously compounded bond yield (%). (c) What is the current value of risk-free debt? (d) If the government is willing to provide debt guarantee (i.e., a put option) to protect the firm from bankruptcy, what is the current value of debt guarantee (e) Find the implied probability of default, which is calculated as N(-DD.). Also, u=10%