Suppose 10-year T-bonds have a yield of 4.85% and 10-year corporate bonds yield 6.40%. Also, corporate bonds have a 0.25% liquidity premium versus a zero liquidity premium for T-bonds, and the maturity risk premium on both Treasury and corporate 10-year bonds is 1.15%. What is the default risk premium on corporate bonds? a. 1.55% b. 5.10% c. 6.15% d. 1.30% e. 1.80%