Suppose the real risk-free rate A $3.35%, the average future inflation rate is 4.35%, and a maturity risk premium of 0.06% per year to maturity applies to both corporate and T-bonds, i.e., MRP =0.06%(i(t, where t is the number of years to maturity. Suppose also that a liquidity premium of 0.50% and a default risk premium of 1.90% apply to A-rated corporate bonds but not to I-bonds. How much higher would the nate of retam be on a 10-year A-rated corporate bond than on a 5 -year Treasury bond? Here we assume that the pure expectations theory is Nor witid. Disregard cross-product terms, i.e., if averaging is required, use the arithmetic average. a. 2.70 p.p. b. 2.85 p.p. c. 3.20 p.p. d. 4.60 p.p. e. 2.40p.p