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6. Consider the following 3-year bond that pay an annual 7% coupon and is callable on the first coupon date with a call_priceof $101.5. The interest rates in the tree are the calibrated forward rates plus the OAS - figure below provided. 5 a) What is the price of the callable bond? 2 b) Suppose the non-callable 3-year bond with a 7% coupon is priced $101.75, what is the option cost for the callable bond? 10.02% 7.42% 5.82% 6.72% 5.02% 4.62% Opt Cost