Which of the following statement is false about the Ho-Lee model? O It requires calibration to data. O It can perfectly fit the term structure of interest rates. O It can produce negative short rates. It's an additive model. O None of these. Build a short rate tree using the MONTHLY Ho_Lee model with the following parameters. The current short rate is 0.4%. The volatility of the short rate is 1%. Monthly drift is constant at 0.3%. Which interest rate below is NOT possible in month 2? O -0.13% O None of these. O 0.45% -0.77% O 1.03% Which of the following statement is false about the Ho-Lee model? O It requires calibration to data. O It can perfectly fit the term structure of interest rates. O It can produce negative short rates. It's an additive model. O None of these. Build a short rate tree using the MONTHLY Ho_Lee model with the following parameters. The current short rate is 0.4%. The volatility of the short rate is 1%. Monthly drift is constant at 0.3%. Which interest rate below is NOT possible in month 2? O -0.13% O None of these. O 0.45% -0.77% O 1.03%