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What is this firms 2-year cumulative probability of default? Enter the result in percentage points (For example, if you find 10.00% or 0.1, write 10

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What is this firms 2-year cumulative probability of default?
Enter the result in percentage points (For example, if you find 10.00% or 0.1, write 10 as the answer), round your answer to 2 decimal points
Given the following information: 1-year zero-coupon Corporate yield: 12% 2-year zero-coupon Corporate yield: 15% 1-year zero-coupon Treasury bonds yield: 7% 2-year zero-coupon Treasury bonds yield: 10% Assume periodicity of 1 (i.e. annual compounding) and also assume that the recovery rate expected by bondholders is zero

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