Suppose we have a 1 year and a 2-year zero coupon bond for each country, the U.S. and Argentina, respectively. Suppose we know that BPUST = 0.95, BPZXT = 0.87, BPAYgentina = 0.64, BPAP gentina = 0.47. Solve for d, and dy, Argentina's default rates in the first and second year respectively. If an investor wants to insure against the probability of default, how much would he have to pay for a credit default swap that would pay $1 for every $1 of principal? Suppose we have a 1 year and a 2-year zero coupon bond for each country, the U.S. and Argentina, respectively. Suppose we know that BPUST = 0.95, BPZXT = 0.87, BPAYgentina = 0.64, BPAP gentina = 0.47. Solve for d, and dy, Argentina's default rates in the first and second year respectively. If an investor wants to insure against the probability of default, how much would he have to pay for a credit default swap that would pay $1 for every $1 of principal