Suppose $10-$year T$-$bonds have a yield of $5\mathrm{.}35\%$ and $10-$year corporate bonds yield $7\mathrm{.}60\%.$ Also, corporate bonds have a $0\mathrm{.}25\%$ liquidity premium versus a zero liquidity$$premium for T$-$bonds, and the maturity risk premium on both Treasury and corporate $10-$year bonds is $1\mathrm{.}15\%.$ What is the default risk premium on corporate bonds? Question $1$ options: $2\mathrm{.}25\%2\mathrm{.}00\%2\mathrm{.}50\%5\mathrm{.}60\%7\mathrm{.}35\%$