A particular security’s rate of return is 6 percent. For all securities, the inflation risk premium is 1.27 percent and the real risk-free rate is 1.09 percent. If the security’s liquidity risk...

A particular security’s rate of return is 6 percent. For all securities, the inflation risk premium is 1.27 percent and the real risk-free rate is 1.09 percent. If the security’s liquidity risk premium is 0.91 percent, its defaul risk premium is 0.60 percent and has no special covenants, what is the security’s maturity risk premium.