Imagine that you have two bonds that you are considering pooling and tranching into a CDO. Each bond pays out $1,000 at the end of the period and each bond will default 10% of the time. In case of default, each bond pays nothing. The bond defaults are independent. Suppose that you take two identical junior tranches from the first round CDO and pool and tranche them into a CDO-squared. The default probability of the junior tranche from CDO-squared is______