Question 5 2 pts Given the following information: 1-year zero-coupon Corporate yield: 13.5% 2-year zero-coupon Corporate yield: 15.25% 1-year zero-coupon Treasury bonds yield: 4.8% 2-year zero-coupon Treasury bonds yield: 5.25% 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? (2 points) as the Enter the result in percentage points (For example, if you find 10.00% or 0.1, write answer), round your answer to 2 decimal points