A Treasury bond due in one year has a yield of $6\mathrm{.}2\%$; a Treasury bond due in $5$ years has a

yield of $6\mathrm{.}7\%.$ A bond issued by Xerox due in $5$ years has a yield of $7\mathrm{.}9\%$; a bond issued by

Exxon due in one year has a yield of $7\mathrm{.}2\%.$ The default risk premiums on the bonds issued by

Exxon and Xerox, respectively, are

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

B$.0\mathrm{.}5\%$ and $\mathrm{.}7\%$

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

D$.0\mathrm{.}7\%$ and $0\mathrm{.}5\%$

E$.$ None of these is correct.