For zero-coupon bond inputs 

P(0,1)=0.92, 

P(0,2)=0.86 and 

P(0,3)=0.82, and 

Ho-Lee parameters pi=0.6 and delta=0.98,

Use the Ho-Lee model to calculate the value of the zero coupon bond at node (2,0) which matures in one time step.