A Treasury bond due in five years has a yield of 5.06%; a Treasury bond due in one year has a yield of 4.3%. A bond issued by Boeing due in five years has a yield of 7.63%; a bond issued by Caterpillar due in one year has a yield of 7.16%. The default risk premiums on the bonds issued by Boeing and Caterpillar, respectively, are

A. 3.33% and 2.10%.

B. 2.57% and 2.86%.

C. 1.2% and 1.0%.

D. 0.76% and 0.47%.

E. None of the options are correct.