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3. Fit a risk-neutral Ho-Lee interest rate tree to the following data: Asset Observed price 6 month zero coupon bond with face value of 100

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3. Fit a risk-neutral Ho-Lee interest rate tree to the following data: Asset Observed price 6 month zero coupon bond with face value of 100 $98 1 year zero coupon bond with face value of 100 $96 Assume an (annualized) interest rate volatility of o = 0.01. = 3. Fit a risk-neutral Ho-Lee interest rate tree to the following data: Asset Observed price 6 month zero coupon bond with face value of 100 $98 1 year zero coupon bond with face value of 100 $96 Assume an (annualized) interest rate volatility of o = 0.01. =

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