(20 pts) Consider a 3-year, 6.0% annual coupon bond represented by the binomial interest rate tree on the following page. The one-year implied forward rates are provided for one node of each year of the bond. Assume that the interest rate volatility = 20%. Please complete the tree, filling in the other interest rates and the value of the bond at each node (wherever a ???? occurs, fill in an answer). Note that each node except the one at time=0 represents the payment of a 6.0% coupon, so be sure to include that in the valuation. Show your supporting work in the space below.