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Price a 3-year, 2% annual coupon, $1000 par bond using the following calibrated model for one-year interest rate. All rates are expressed on a bond

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Price a 3-year, 2% annual coupon, $1000 par bond using the following calibrated model for one-year interest rate. All rates are expressed on a bond equivalent basis. Assume annual compounding. Round your answer to 2 decimal places. t=0 t=1 t=2 r2.HH=0.046 r1,H=0.021 r0=0.011 r2.HL=0.026 r1,L=0.005 r2.LL=0.02

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