If 10-year T-bonds have a yield of 6.2%, 10-year corporate bonds yield 10.1%, the maturity risk premium on all 10-year bonds is 1.3%, and corporate bonds have a 0.4% liquidity premium versus a zero liquidity premium for T-bonds, what is the default risk premium on the corporate bond? Group of answer choices 2.73% 3.05% 3.22% 3.50% 2.84%