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E Time 0 Time 1 Time 2 8.167% 4.646% 2.0% 6,051% 3.442% M 4.482% Question 17 O out of 4 points Based on the risk-free

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E Time 0 Time 1 Time 2 8.167% 4.646% 2.0% 6,051% 3.442% M 4.482% Question 17 O out of 4 points Based on the risk-free interest rate tree below, what is the price of the following two-years to maturity risky callable bond? Coupon Rate = 6% Coupon Frequency = Annual Face Value = $100 Call Price = $100 OAS Spread = 200 bps pastedGraphic.png Selected Answer: 99.15 D. Answers: 98.51 A. 102.15 B. 101.63 99.15 D

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