Questions 1-6should be answered by building ann =10-period binomial model for the short-rate,ri,j. The lattice parameters are:r_{0,0} = 5\%

r0,0=5%,u=1.1,d=0.9andq =1-q = 1/2

1) Compute the price of a zero-coupon bond (ZCB) that matures at timet = 10

t=10and that has face value 100.

Submission Guideline:Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 73.2367%, submit 73.24.

2) Compute the price of a forward contract on the same ZCB of the previous question where the forward contract matures at timet = 4

t=4.

Submission Guideline:Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 73.2367%, submit 73.24.

I'd like just the answer please