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Find the fair value of the bond below using the 4-year calibrated tree. Maturity (Yrs) Coupon (Annual) 7.250% Call Price Par Value 100.000 18% First

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Find the fair value of the bond below using the 4-year calibrated tree. Maturity (Yrs) Coupon (Annual) 7.250% Call Price Par Value 100.000 18% First Call Date 100.000 4 Volatility: 5.630% 5.063% 2.890% 3.928% 2.121% 3.532% 2.016% 2.740% 2.464% 1.912% Find the fair value of the bond below using the 4-year calibrated tree. Maturity (Yrs) Coupon (Annual) 7.250% Call Price Par Value 100.000 18% First Call Date 100.000 4 Volatility: 5.630% 5.063% 2.890% 3.928% 2.121% 3.532% 2.016% 2.740% 2.464% 1.912%

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