You are given the following Black-Derman-Toy tree, in which each period is 1 year. 7.92% 7.12% 7.44% 6% m% 5.89% 5.33% 4.76% Given all interest rates shown above are annual effective interest rates. Deter- mine the value of a 4-year cap at 6% on a notional balance of RM1,000. (8 marks) You are given the following Black-Derman-Toy tree, in which each period is 1 year. 7.92% 7.12% 7.44% 6% m% 5.89% 5.33% 4.76% Given all interest rates shown above are annual effective interest rates. Deter- mine the value of a 4-year cap at 6% on a notional balance of RM1,000. (8 marks)