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GAMA Corporation's 5-year bonds yield 6.20% and 5-year T-bonds yield 4.40%. The real risk-free rate is r* = 2.5%, the inflation premium for 5-year bonds

GAMA Corporation's 5-year bonds yield 6.20% and 5-year T-bonds yield 4.40%. The real risk-free rate is r* = 2.5%, the inflation premium for 5-year bonds is IP = 1.50%, the default risk premium for GAMA's bonds is DRP = 1.30% versus zero for T-bonds, and the T-bonds and corporate bonds have the same maturity risk premium. What is the liquidity premium on GAMA's bonds?

0.50%

1.55%

0.41%

0.30%

0.36%

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