Question 2 2 pts Price a convertible bond with par=$1000, conversion ratio=19, annual coupon rate=8.4%, and 2 years to maturity. The bond is callable at 105% 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 76.02 58.96 49.03 49.03 42.07 33.45 Question 2 2 pts Price a convertible bond with par=$1000, conversion ratio=19, annual coupon rate=8.4%, and 2 years to maturity. The bond is callable at 105% 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 76.02 58.96 49.03 49.03 42.07 33.45