Given the following information for a three$-$year bond, which of the following can you calculate?

Year U$.$S$.$ Treasury yields Risk$-$neutral probability of default Loss Given Default

$12\%0\mathrm{.}50\%60\%$

$22\mathrm{.}50\%1\%60\%$

$33\%1\mathrm{.}50\%60\%$

a$.$

Expected loss from default

b$.$

Present value of expected loss from default

c$.$

The value of Credit Default Swap protecting the investor from default

d$.$

All the above