Question: Please could you explain me how I do that ? Maturity Annualized Yield of zero-coupon Annualized Yield of B-rated Corporate Treasury Bond (zero-coupon) 1 year


Please could you explain me how I do that ?


Maturity Annualized Yield of zero-coupon Annualized Yield of B-rated Corporate Treasury Bond (zero-coupon) 1 year 3 percent 6 percent 2 year 6 percent 10 percent 20 year 12 percent 17 percentWhat is the conditional probability of default in the second year for the two-year maturity B-rated debt? OA. 2.83 percent. OB. 3.00 percent. OC. 4.43 percent. OD. 2.68 percent. O E. 5.00 percent
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