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please help Price a 3-year, 4.1% annual coupon, $1000 par bond putable at par in year 1 and year 2 , using the following calibrated
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Price a 3-year, 4.1% annual coupon, $1000 par bond putable at par in year 1 and year 2 , using the following calibrated interest rate model. Assume annual compounding. Round your answer to 2 decimal places. t=0 t=1 t=2 r2,HH=6.9% r1,H=3.7% r0=1.3% r2,HL=4.5% r1.L=2.2% r2,LL=2.1% Step by Step Solution
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