Help me please

"Compute the price for a 3-year, 6\%, \$100 face value bond which is putable at the end of year 2 and year 3 , at a put price of $99. - Assuming that interest rates follow a binomial distribution for movements which could go up by a factor of u=1.05 (i.e. r1. =r0(1.05), or down by a factor of d=0.9524(r,r0=r0(0.9524). per year with 60% probability going up and 40% probavinty going down. " Given the current interest of 7%, what will this 3-year putable bond price be today? "Compute the price for a 3-year, 6\%, \$100 face value bond which is putable at the end of year 2 and year 3 , at a put price of $99. - Assuming that interest rates follow a binomial distribution for movements which could go up by a factor of u=1.05 (i.e. r1. =r0(1.05), or down by a factor of d=0.9524(r,r0=r0(0.9524). per year with 60% probability going up and 40% probavinty going down. " Given the current interest of 7%, what will this 3-year putable bond price be today