The following table is the risk-neutral interest rate tree from Ho-Lee model. The delta (time step) is 0.5 year. RN Interest rate tree 1 = 0 1 2 1.74% 3.71% 5.94% 1.27% 3.49% 1.04% payments. Consider a 1.5-year fixed-for-floating swap, defined on the 6-month T-bill rate and with semi-annual of the swap is not zero) If the swap rate is 4% and notional 100, what is the value of the swap using Ho-Lee model tree? (the value Please write your answer in two decimal places. The following table is the risk-neutral interest rate tree from Ho-Lee model. The delta (time step) is 0.5 year. RN Interest rate tree 1 = 0 1 2 1.74% 3.71% 5.94% 1.27% 3.49% 1.04% payments. Consider a 1.5-year fixed-for-floating swap, defined on the 6-month T-bill rate and with semi-annual of the swap is not zero) If the swap rate is 4% and notional 100, what is the value of the swap using Ho-Lee model tree? (the value Please write your answer in two decimal places