Question 11 2 pts Given the following information: 1-year zero-coupon Corporate yield: 12% 2-year zero-coupon Corporate yield: 15% 1-year zero-coupon Treasury bonds yield: 7% 2-year zero-coupon Treasury bonds yield: 10% Assume periodicity of 1 (i.e. annual compounding) and also assume that the recovery rate expected by bondholders is zero. What is this firm's marginal probability of default in the first year? Enter the result in percentage points (For example, if you find 10.00% or 0.1, write 10 as the answer), round your answer to 2 decimal points Question 12 2 pts Based on the information of question 11, what is the forward rate (f 1.2) between year 1 and year 2 for the corporate bonds? Enter the result in percentage points (For example, if you find 10.00% or 0.1, write 10 as the answer), round your answer to 2 decimal points Question 11 2 pts Given the following information: 1-year zero-coupon Corporate yield: 12% 2-year zero-coupon Corporate yield: 15% 1-year zero-coupon Treasury bonds yield: 7% 2-year zero-coupon Treasury bonds yield: 10% Assume periodicity of 1 (i.e. annual compounding) and also assume that the recovery rate expected by bondholders is zero. What is this firm's marginal probability of default in the first year? Enter the result in percentage points (For example, if you find 10.00% or 0.1, write 10 as the answer), round your answer to 2 decimal points Question 12 2 pts Based on the information of question 11, what is the forward rate (f 1.2) between year 1 and year 2 for the corporate bonds? Enter the result in percentage points (For example, if you find 10.00% or 0.1, write 10 as the answer), round your answer to 2 decimal points