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Please show all calculations, thank you a lot! Assume annual coupon payments and compounding. A Treasury STRIP maturing in 2 years is priced at $90,

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Please show all calculations, thank you a lot!

Assume annual coupon payments and compounding. A Treasury STRIP maturing in 2 years is priced at $90, and a Treasury STRIP maturing in 1 year is priced at $97. 1) Calculate the zero-coupon, par, and forward yield curves to the 2-year maturity 2) Suppose interest rate volatility is 15 percent per annum. Construct a two-period binomial interest rate lattice that correctly prices the benchmark instruments

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