Price a convertible bond with par \\( =\\$ 1000 \\), conversion ratio \\( =19 \\), annual coupon rate \=9.8, and 2 years to maturity. The bond is callable at 101\\% par in year 1, and convertible from year 1 through maturity. Assume annual compounding, a constant one-year discount rate of \10, and the following binomial model for stock price evolution. Round your answer to 2 decimal places. \\( t=0 \\) \\( t=1 \\) \\( t=2 \\)