from your reading, recall that in structural model, company equity is similar to a call option on the company's assets with a strike price equal to the payoff value of the debt. Assume that you know the following about a company: current asset value (millions) 622 expected return on assets 3.6 Risk free rate 1 face value of debt (millions) 523 time to debt maturity 3 asset return volatility (stdev) .24 using the option pricing model, what is the probability of default over the debt's time to maturity?