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Price a 3-year, 3.7% annual coupon, $1000 par bond putable at par in year 1 and year 2, using the following calibrated interest rate model.

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Price a 3-year, 3.7\% 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=3.3% r0=1.5% r2,HL=3.4% r_1,L=2.6% Price a 3-year, 3.7\% 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=3.3% r0=1.5% r2,HL=3.4% r_1,L=2.6%

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