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Pregunta 20 The following represents two yield curves. Maturity Treasuries Corporate 6 months 2% 3% 1 year 3% 4% 5 years 4% 5% 6 years

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Pregunta 20 The following represents two yield curves. Maturity Treasuries Corporate 6 months 2% 3% 1 year 3% 4% 5 years 4% 5% 6 years 5% 6% What is the expected probability of full repayment in year 6 of the 6- year maturity corporate debt? (Round to two decimals) 0.5 pts

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