What is the value of a bond that matures in exactly 2 years, has par value of $100, an annual coupon of 4.4%, but is callable in 1 year at a price of 101?

1. You observe the following set of spot rates: Time Period Oyly Oy2y Oy3y Rate 2.25% 2.75% 3.10% You also estimate that future interest rate volatility is 10%, which leads to the following binomial interest rate tree: 4.647% 3.5930% 2.25% 3.8046 2.9417% 3.115% 1. You observe the following set of spot rates: Time Period Oyly Oy2y Oy3y Rate 2.25% 2.75% 3.10% You also estimate that future interest rate volatility is 10%, which leads to the following binomial interest rate tree: 4.647% 3.5930% 2.25% 3.8046 2.9417% 3.115%