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.7 An analyst is using a two-state continuous-time model to study the credit risk of zero-coupon bonds issued by different companies. The risk-neutral transition intensity function is: A(s) = 0.0148 for Company A, and Ag(s) = 0.01s' for Company B where s measures time in years from now. The analyst observes that the credit spread on a 3-year zero-coupon bond just issued by Company B is twice that on a 3-year zero-coupon bond just issued by Company A. (i) Given that the risk-free force of interest is 5% po, and that the average recovery rate in the event of default, 6, where 0 Y 1 1 where {Y,) for / = 1, 2, ..., is a sequence of independent and identically distributed random variables, each with mean m and variance s", and / is independent of that sequence and has the following probability function: P[N =x]=*+x-1) p*(1-p)* *= 0,1,... for some parameters k (k > 0) and p (0