The Yield to Maturity $($YTM$)$ on the $7$ yr zero$-$coupon bonds of XYZ Inc. is $6\%$ and the YTM on the $7$ yr government zero$-$coupon bonds is $4\%.$ What is the average probability of default for the next year?

A$)6\mathrm{.}00\%$

B$)1\mathrm{.}89\%$

C$)4\mathrm{.}00\%$

D$)2\mathrm{.}05\%$