A Treasury Bond Due in One Year Has a Yield

A Treasury bond due in one year has a yield of 4.6%; a Treasury bond due in five years has a yield of 5.6%. A bond issued by Lucent Technologies due in five years has a yield of 8.9%; a bond issued by Exxon due in one year has a yield of 6.2%. The default risk premiums on the bonds issued by Exxon and Lucent Technologies, respectively, are

A) 1.6% and 3.3%.
B) 0.5% and 0.7%.
C) 3.3% and 1.6%.
D) 0.7% and 0.5%.
E) None of the options are correct.