) 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. Show your supporting work in the space below show all work

V 100 6.0 C-6.0 V 100 6.0 C-6.0 C-6.0 10-3.00% 2,HL ???? V 100 C- 6.0 C-6.0 i1.1 3.50% C-6.0 2. 4.10% V 100 C-6.0 Time o Time 1 Time 2 Time 3 V 100 6.0 C-6.0 V 100 6.0 C-6.0 C-6.0 10-3.00% 2,HL ???? V 100 C- 6.0 C-6.0 i1.1 3.50% C-6.0 2. 4.10% V 100 C-6.0 Time o Time 1 Time 2 Time 3