Use this information for the next 2 questions Suppose the estimated linear probability model used by an Fl to predict business loan applicant default probabilities is PD = 0.03X1 +0.02X2 -0.05X3 + error, where X1 is the borrower's debt/equity ratio, X2 is the volatility of borrower earnings, and X3 is the borrower's profit ratio. For a particular loan applicant, X1 = 0.75, X2 -0.25, and X3 -0.10. If the rate on one-year Treasury strips currently is 6 percent, what is the repayment probability for a one-year AA-rated zero coupon bond yielding 9.5 percent? Assume that if the loan defaults, no payments are expected