Can some please help me find the straight price. thank you!

\begin{tabular}{|c|c|c|c|c|c|c|} \hline & N & 1 & 2 & 3 & & \\ \hline & PAR & 4.65% & 4.98% & 5.89% & & \\ \hline & SPOT & 4.6500% & 4.9882% & 5.9520% & & \\ \hline & PVIF & 0.9556 & 0.9072 & 0.8408 & & \\ \hline & & F0,1 & F1,2 & F2,3 & & \\ \hline & FORWARD & 4.6500% & 5.3276% & 7.9062% & & \\ \hline \multirow[t]{7}{*}{ IR Volatility } & 0.15 & & & & & \\ \hline & & F0,1 & F1,2 & F2,3 & & \\ \hline & & & & 12.4025% & & \\ \hline & & & 6.6533% & & & \\ \hline & & 4.6500% & & 7.5225% & & \\ \hline & & & 4.0352% & & & \\ \hline & & & & 4.5626% & & \\ \hline PAR & 100 & 104.65 & & & & \\ \hline T & 0 & 1 & & & & \\ \hline 1yr & 100.0000 & 104.65 & & & & \\ \hline T & 0 & 1 & & 2 & & \\ \hline \multirow[t]{5}{*}{2yr} & & 4.98 & & 104.98 & & \\ \hline & & & & & & \\ \hline & & & 98.4311 & 104.98 & & \\ \hline & & 99.99964513 & & & & \\ \hline & & & 100.9082 & 104.98 & & \\ \hline T & 0 & 1 & & 2 & & 3 \\ \hline \multicolumn{7}{|l|}{3yr} \\ \hline & & & & & & \\ \hline & & & & & & \\ \hline & & & & & 5.8900 & 5.89 \\ \hline \multirow[t]{4}{*}{ Straight Price } & & & & 5.89 & & \\ \hline & & 5.89 & & & 5.8900 & 5.89 \\ \hline & & & & 5.89 & & \\ \hline & & & & & 5.8900 & 5.89 \\ \hline & & & & & & \\ \hline & & & & & & \\ \hline & & & & & & \\ \hline & & & & & & \\ \hline & & & & & & \\ \hline & & & & & & \\ \hline \end{tabular} Step 1: You are given current Par rates on 1-year, 2-year, and 3-year Par bonds, coupons paid annuall Derive current spot and Forward curves. Volatility P 1p 25% 50% Probabilty of upper node 50% Probabilty of lower node u= d.Exp[2.0.sqrt t] Par 100 Step 2: Build and Calibrate the tree. Step 3: Price a 3-yr, 9\%, Annual Price a 3-yr, 9\%, Annual, Callable in yr 2 at $105 Price a 3-yr, 9\%, Annual, Puttable in yr 2 at $100