There is a duplicate post that answered A and B, for this post ill appreciate if you can answer the remainder of the questions.

C.) Using the spot rate given above, what is the arbitrage-free value of a 3-year 8.5% coupon issue of ABC Company

D.) Using the binomial tree, determine the value of an 8.5% 3-year option free-bond

F.) Suppose that the 3-year 8.5% is callable starting in year 1 at par (100). What is the value of this 3-year 8.5% coupon callable bond?

Problem 1. (60/100) The on-the-run issue for ABC Company is shown below: Using the bootstrapping methodology, the spot rates are: Assuming an interest rate volatility of 10% for the 1-year rate, the binomial interest rate tree for valuing a bond with maturity of up to three years is shown below