Consider a firm whose 1-year zero-coupon bonds currently yield 5.6% and 2-year zero-coupon bonds yield 9.4%. The Treasury yield on 1-year zero-coupon bonds is 5.2% and 2-year zero-coupon bonds is 7.4%. Assume that the recovery rate is zero and that all rates are annualized assuming periodicity of 1 (i.e., annual compounding). What is the firm's marginal probability of default from year 1 to year 2 (1-P2)? (If your solution is 4.44% then enter "4.44" as the answer. Precision is 0.01+/- 0.02.)