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Tools Question 1 The three period internatere provided below given one period interest rate and sad prices of coupon bond. Starting to you are provided

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Tools Question 1 The three period internatere provided below given one period interest rate and sad prices of coupon bond. Starting to you are provided with the one period interest rate and priom oro coupon boade with maturitim of one period, two periode, three periode and four periode. Att - 1, you we provided with the one period interest rate and price of coupon bonds with maturit of one period, two periode and the periode. Att - 2, you are provided with the one period interest rate and price of coupon bonds with maturition of one period and two periode. At t3, you are provided with the period interest rate and price of wro-coupon bonde with maturity of one period. 13.00% 0.8850 11.40% 0.8977 0.8063 9.82% 0.9106 0.8297 0.7565 9.72% 0.9114 6.25% 0.9412 0.8699 0.8046 0.7450 8.16% 0.9246 0.8553 6.52% 0.9388 6.62% 0.9379 0.8802 0.8266 3.01% 0.9523 0.9074 3.42% 0.9669 Searned with Cams (a) Calculate the furopean all option that cobood. The option expime per dupe of 0.75 (b) Cileulate the value of suropean cell option online with a new value The rallopsionin Tools Question 1 The three period internatere provided below given one period interest rate and sad prices of coupon bond. Starting to you are provided with the one period interest rate and priom oro coupon boade with maturitim of one period, two periode, three periode and four periode. Att - 1, you we provided with the one period interest rate and price of coupon bonds with maturit of one period, two periode and the periode. Att - 2, you are provided with the one period interest rate and price of coupon bonds with maturition of one period and two periode. At t3, you are provided with the period interest rate and price of wro-coupon bonde with maturity of one period. 13.00% 0.8850 11.40% 0.8977 0.8063 9.82% 0.9106 0.8297 0.7565 9.72% 0.9114 6.25% 0.9412 0.8699 0.8046 0.7450 8.16% 0.9246 0.8553 6.52% 0.9388 6.62% 0.9379 0.8802 0.8266 3.01% 0.9523 0.9074 3.42% 0.9669 Searned with Cams (a) Calculate the furopean all option that cobood. The option expime per dupe of 0.75 (b) Cileulate the value of suropean cell option online with a new value The rallopsionin

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