A Treasury Bond Due in One Year Has a Yield

A Treasury bond due in one year has a yield of 6.2%; a Treasury bond due in five years has a yield of 6.7%. A bond issued by Xerox due in five years has a yield of 7.9%; a bond issued by Exxon due in one year has a yield of 7.2%. The default risk premiums on the bonds issued by Exxon and Xerox, respectively, are

A) 1.0% and 1.2%.
B) 0.5% and .7%.
C) 1.2% and 1.0%.
D) 0.7% and 0.5%.
E) None of the options are correct.