please start by building an n = n=10-period binomial model for the short-rate, r_{i,j}. The lattice parameters are: r_{0,0} = 5\% u = 1.1, d = 0.9 and q =1-q = 1/2

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 = 4t=4.