-0.103 1) Constnct COO with 3 nsky, bords 2) are it matwity of 3) At maturity ICO 4) risk.uetral pmbability of default Ofwhen S) Risk 1) Price N'_mnber of Def. ults 88.53 12.19% 24.30% EXP IskFeRAte) 1- Defa uttP rob P ri Sub TotI Papffs ere cf default, with added Default Probabiliti Yiel d P rob. Avg Re 131.83 cosol 0.001 0.8571 0.0761 0.4286 sus 0.32% 0.271 0.1281 ing the Yield it Avg IS divided by the multipled the Default ard Probability of Default.