4. Use the Ho-Lee model to price an option on the clean price of a coupon bond. Let the coupon rate of the bond be 5%, the bond maturity be one year, the option maturity be half a year, and the strike price be par. Let the zero-coupon yields be ns = 5% and = 5.25%. For the Ho-Lee model, take 0 = 0.0 and o = 0.01. 4.1. (6) Price the bond option with the Ho-Lee interest rate tree for At = 0.5. 4.2. (2) Describe the hedging strategy taken at t = 0