Question 6 Satte Maried out of 15 00 Flag question If the rate on one-year Treasury strips currently is 6%, what is the repayment probability for each of the following two securities? Assume that if the loan is defaulted, no payments are expected. What is the market-determined risk premium for the corresponding probability of default for each security? which security is riskier? a. One-year AA-rated zer-coupon bond yielding 9.5% b. One-year BB-rated zero-coupon bond yielding 13.5% B 1 - 1 elett 1:11:07