We have a default-free, 3-year 4.31% annual coupon bond callable at par 1 year and 2 years from now. Suppose interest volatility is 10% so that we can calibrate the following binomial interest rate tree. What is the price of the callable bond? Round your answer to 2 decimal places. For example, if your answer is 25.689, please write down 25.69. We have a default-free, 3-year 4.31% annual coupon bond callable at par 1 year and 2 years from now. Suppose interest volatility is 10% so that we can calibrate the following binomial interest rate tree. What is the price of the callable bond? Round your answer to 2 decimal places. For example, if your answer is 25.689, please write down 25.69