please help + make steps clear ,, thank you ;)

Price a convertible bond with par \\( =\\$ 1000 \\), conversion ratio \\( =21 \\), annual coupon rate \=9.3, and 2 years to maturity. The bond is callable at \104 par in year 1 , and convertible from year 1 through maturity. Assume annual compounding, a constant one-year discount rate of \10, and the following binomial model for stock price evolution. Round your answer to 2 decimal places. \\[ t=0 \\] \\[ t=1 \\] \\[ t=2 \\]