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The yield on a one-year zero-coupon government bond is 2.58% while the yield on a two-year zero coupon grade B corporate bond is 5.12% What
The yield on a one-year zero-coupon government bond is 2.58% while the yield on a two-year zero coupon grade B corporate bond is 5.12% What is the implied probability of default in year 2 on the grade B corporate bond? a. 2.6% O b. 97.4% Oc. 5.81% O d. 2.71% O e. Not enough information to answer the question. The yield on a one-year zero-coupon government bond is 2.58% while the yield on a two-year zero coupon grade B corporate bond is 5.12% What is the implied probability of default in year 2 on the grade B corporate bond? a. 2.6% O b. 97.4% Oc. 5.81% O d. 2.71% O e. Not enough information to answer the
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