The current interest rates for $1-$year T$-$strips and $1-$year B$-$rated corporate strips are $3\%$ and $6\%,$ respectively. The rates for their $2-$year strips are $6\%$ and $10\%,$ respectively. If the recovery rate is $40\%$ for the bank, what is the marginal default probability on a B$-$rated loan in year $2?$

$$ A$.4\mathrm{.}72\%$

B$.4\mathrm{.}43\%$

C$.7\mathrm{.}13\%$

D$.7\mathrm{.}39\%$