It is the heart of the financial crisis and Lehman brothers is trying to raise money. They issue a zero-coupon bond with a face value of $1000 and a term of 1 year. However, you expect that Lehman will go bankrupt with probability 63%, in which case you get $0 in one year rather than the full $1000. Only with probability 37% do you receive the full $1000. If Lehman has an opportunity cost of capital of 10%, how much are you willing to pay for the bond? What is the yield-to-maturity of the bond? $909.09;197% $909.09;10% $336.36;10% $336.36;197%