Hey guys my finance professor sucks and his homework is really hard. I'd appreciate it if anyone could help me out with this please thank you.

2. The on-the-run issue for the Net Company is shown below along with the spot rates (assume annual compounding): Maturity (years) YTM (9) Market Price 100 Spot Rates 7500 7604 7 .710 100 1 Assuming an interest rate volatility of 10% for the 1-year rate, the binomial interest rate tree for valuing a bond with a maturity of up to three years is shown below: 10.0% Binomial Rate Tree at interest rate volatility of: 0.0 1.0 2.0 9.6034% 8.4820% 7.5000% 7.8626% 6.9445% 6.4374% Using the binomial tree, determine the value of an 8.5%, 3-year, option-free bond at each node. 3. In the question above, what would happen to the value of the 8.5%, 3-year, option-free bond today if interest rate volatility is expected to be higher at 15%? a. Increase Fin 4500 Chs (p2) homework b. Decrease c. Stay the same 2. The on-the-run issue for the Net Company is shown below along with the spot rates (assume annual compounding): Maturity (years) YTM (9) Market Price 100 Spot Rates 7500 7604 7 .710 100 1 Assuming an interest rate volatility of 10% for the 1-year rate, the binomial interest rate tree for valuing a bond with a maturity of up to three years is shown below: 10.0% Binomial Rate Tree at interest rate volatility of: 0.0 1.0 2.0 9.6034% 8.4820% 7.5000% 7.8626% 6.9445% 6.4374% Using the binomial tree, determine the value of an 8.5%, 3-year, option-free bond at each node. 3. In the question above, what would happen to the value of the 8.5%, 3-year, option-free bond today if interest rate volatility is expected to be higher at 15%? a. Increase Fin 4500 Chs (p2) homework b. Decrease c. Stay the same