4. (4) Re-do the pricing of a 5-year maturity call option on the post-dividend price of a coupon bond stated in Problem 13 with the one-factor Ho-Lee tree model. The coupon rate and the maturity of the bond are 5.25% and nine and a half years, respectively. The strike price of the option is $100. Let the spot forward-rate term structure be flat at 5% and the forward-rate volatility be =0.015. Take t=1/2 year and t=1/4 year, consecutively. (Note: You can use the codes provided.)