Look up the current 1-year government bond yields on (https://www.investing.com/rates-bonds/world-government-bonds)

(a) Which country has the lowest 1-year government bond yield and what is that

yield?

(b) Which country has the highest 1-year government bond yield and what is that

yield?

(c) What is the yield spread between the highest 1-year government bond yield and

the yield of a 1-year U.S. Treasury?

(d) Assuming (i) that a 1-year U.S. Treasury is risk-free and (ii) a recovery-rate of

40%, what is the one-year default probability for the country with the highest

1-year government bond yield?