Suppose that we have a 3-year 4.4% annual coupon bond with a Bermudan-style call option. The issuer can call the bond at par one year and two years from now. Par value is 100.

The following table provides equivalent forms of a yield curve with maturities of one, two, and three years. Assume annual compounding.

What is the price of the call option?

Round your answer to 2 decimal places. For example, if your answer is 25.689, please write down 25.69.

Maturity (year)	One-year Forward Rate (%)
1	0-year from now: 2.5
2	1-year from now: 3.518
3	2-year from now: 4.564