Price a convertible bond with par=$1000, conversion ratio=20, annual coupon rate=9.4%, and 2 years to maturity. The bond is callable at 102% 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 70.89 60.25 49.33 49.33 42.56 34.31 Price a convertible bond with par=$1000, conversion ratio=20, annual coupon rate=9.4%, and 2 years to maturity. The bond is callable at 102% 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 70.89 60.25 49.33 49.33 42.56 34.31