Scenario: Suppose the yield on a 1 year t-strip is 4.43%, and the yield on a 2 year t-strip is 5.56%. The yield on a 1 year, zero coupon corporate bond is 6.22%, and the yield on a 2 year zero coupon corporate bond is 10.55%. We can say that the probability of default in year 1 is 98.31%. O True O False Scenario: Suppose the yield on a 1 year t-strip is 4.43%, and the yield on a 2 year t-strip is 5.56%. The yield on a 1 year, zero coupon corporate bond is 6.22%, and the yield on a 2 year zero coupon corporate bond is 10.55%. We can say that the cumulative probability of default over the 2 years is approximately 8.84%. O True False