A Treasury bond due in one year has a yield of $5\mathrm{.}7\%$; a Treasury bond due in $5$ years has a yield of$6\mathrm{.}2\%.$ A bond issued by Ford due in $5$ years has a yield of $7\mathrm{.}5\%$; a bond issued by Shell Oil due in one year has a yield of $6\mathrm{.}5\%.$ The default risk premiums on the bonds issued by Shell and Ford, respectively, are

a$.1\mathrm{.}0\%$ and $1\mathrm{.}2\%.$

b$.0\mathrm{.}7\%$ and $1\mathrm{.}5\%.$

c$.$ None of the options are correct.

d$.1\mathrm{.}2\%$ and $1\mathrm{.}0\%.$

e$.0\mathrm{.}8\%$ and $1\mathrm{.}3\%.$