please I need answers for question 2.3,4

Questions 1-6 should be answered by building an n=10-period binomial model for the short-rate, ri,j

. The lattice parameters are: r0,0=5%, u=1.1, d=0.9 and q=1q=1/2

1.Compute the price of a zero-coupon bond (ZCB) that matures at time t=10t=10 and that has face value 100. Submission Guideline: Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 73.2367%, submit 73.24.

2.Compute the price of a forward contract on the same ZCB of the previous question where the forward contract matures at time t=4. Submission Guideline: Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 73.2367%, submit 73.24 .

3.Compute the initial price of a futures contract on the same ZCB of the previous two questions. The futures contract has an expiration of t=4

. Submission Guideline: Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 73.2367%, submit 73.24.

4.Compute the price of an American call option on the same ZCB of the previous three questions. The option has expiration t=6and strike =80. Submission Guideline: Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 73.2367%, submit 73.24.