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correct Question 2 0 / 2 pts Price a 3-year, 3.7% annual coupon, $1000 par bond putable at par in year 1 and year 2,
correct Question 2 0 / 2 pts Price a 3-year, 3.7% annual coupon, $1000 par bond putable at par in year 1 and year 2, using the following calibrated interest rate model. Assume annual compounding. Round your answer to 2 decimal places. t = 0 t = 1 t = 2 r_2,HH = 5.7% r_1,H = 3.6% r_0 = 1.4% r_2,HL = 4.2% r_1,L = 2.2% r_2,LL = 2.2% 1,017.51 correct Question 2 0 / 2 pts Price a 3-year, 3.7% annual coupon, $1000 par bond putable at par in year 1 and year 2, using the following calibrated interest rate model. Assume annual compounding. Round your answer to 2 decimal places. t = 0 t = 1 t = 2 r_2,HH = 5.7% r_1,H = 3.6% r_0 = 1.4% r_2,HL = 4.2% r_1,L = 2.2% r_2,LL = 2.2% 1,017.51
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