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The one year Treasury Bond yield is 4% and one year B-rated corporate bond yield is 6%. What are the implied probability of repayment and

The one year Treasury Bond yield is 4% and one year B-rated corporate bond yield is 6%. What are the implied probability of repayment and the default rate on two-year B-rated debt? Select one: a. 96.36% and 3.64% b. 95.66% and 4.34% c. 94.18% and 5.82% d. 97.36% and 2.64% e. 98.11% and 1.89%

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