Suppose 10-year T-bonds have a yield of 5.35% and 10-year corporate bonds yield 7.80%. 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. 2.45% O b. 2.70% O c. 7.55% O d. 5.60% O e. 2.20%