Consider the risk-neutral Ho-Lee model for continuously compounded rates with a step size of A = 0.5 year: T+0.5 = r+0; A+0i+0.5 where, under the risk-neutral measure, the shock 40.5, which is realized at time t +0.5, is given by 1+0.5 # +1 with probability 0.5 -1 with probability 0.5 You observe the following information at time t = 0: Volatility is o = 0.02. The price of a half year ZCB with a face value of 100 is 98.04. The price of a one year ZCB with a face value of 100 is 94.26. Using the above information, calibrate your interest rate tree. What is ro, 06 and 70.5,+ = To + 0 o?