Price a convertible bond with par=$1000, conversion ratio=21, annual coupon rate=9.5%, 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, where up and down movements occur with equal probability. Round your answer to 2 decimal places. t = 0 t = 1 t = 2 73.53 58.64 51.23 51.23 42.08 34.42