Differences in default risk should be reflected in interest rates as risk premia (section 7.3.1). To see how much, calculate the typical risk premia between the rates on 10-year constant-maturity U.S. Treasury bonds (as a measure of a bond free of default risk) and separately on Moody’s Aaa and Baa corporate bond rates for the post-World War II period. Calculate and report the mean values for the yields on each bond and for the risk premia. (Save your data for the next two questions.)