5. Consider pricing a 6m-maturity call option on one unit of the lyr-maturity zero-coupon bond for the strike price of $970 under the Ho-Lee model Ar, = 041 + OVAT ER, with At = 0.5, 0=0,01, o=0.01 and r = f() = 0.05. Here, & takes +1 with 50% equal probabilities. In addition, the one-year spot rate (for semi-annual compounding) is f(1) = 0.055. Calculate the option price. 5. Consider pricing a 6m-maturity call option on one unit of the lyr-maturity zero-coupon bond for the strike price of $970 under the Ho-Lee model Ar, = 041 + OVAT ER, with At = 0.5, 0=0,01, o=0.01 and r = f() = 0.05. Here, & takes +1 with 50% equal probabilities. In addition, the one-year spot rate (for semi-annual compounding) is f(1) = 0.055. Calculate the option price