Suppose 20-year T-bonds have a yield of 5.30% and 10-year corporate bonds yield 6.65%. 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 LA5%. What is the default risk premium on corporate bonds? Ola, 1.10% 0 5. b. 124 1. @ @ @ @ OOOOO C.1.22 d. 1.20 0.86 12 13