Could you please show through Excel.

Price a convertible bond with par=$1000, conversion ratio=21, annual coupon rate=9.4%, and 2 years to maturity. The bond is callable at 101% par in year 1, and convertible from year 1 through maturity. Assume annual compounding, a constant one-year discount rate of 10%, and the following binomial model for stock price evolution. Round your answer to 2 decimal places. t = 0 t = 1 t = 2 70.91 59.46 51.84 51.84 42.08 33.31 Price a convertible bond with par=$1000, conversion ratio=21, annual coupon rate=9.4%, and 2 years to maturity. The bond is callable at 101% par in year 1, and convertible from year 1 through maturity. Assume annual compounding, a constant one-year discount rate of 10%, and the following binomial model for stock price evolution. Round your answer to 2 decimal places. t = 0 t = 1 t = 2 70.91 59.46 51.84 51.84 42.08 33.31