Working on Financial Institutions Management (10th ed) Mini case for chapter 10. For question 3 I have values printed in the book than what are given in the Chegg-supplied answer. I don't understand how these numbers reconcile. The numbers from the text (second photo) in the cumulative row don't seem to sum as the answer supplied by Chegg indicate they should. Please help!

The mortality rate of the loan is the default rate of the loan which has been experienced in the past. These rates are set on the basis of historic performance of the loan. In the given problem, an A rated loan' historic performance has been given. The mortality rate of this loan will be computed as shown below: It can be concluded from the above table that the probability of default of A rated loan with three years' maturity is 0.75%. Therefore this loan will be approved as the probability of default is with the acceptable limit of 1.25% 3. An A-rated corporate loan with a maturity of three years. A-rated corporate loans are evaluated using the mortality rate approach. A schedule of historical defaults (annual and cumulative) experienced by the bank on its A-rated corporate loans is as follows