5. (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 = 15%. 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.

V- 100 C-6.0 Va 2222 C-6.0 Va 2222 C-6.0 V- 100 C-6.0 Va 2222 C-6.0 3.00% Va 2222 V- 100 C-6.0 11-3.50% Va 2222 C-6.0 | 2.LL:4.10% V 100 C-6.0 Time 2 Time 3