Question: 2. Use the term structure lattice model (from t=0 to t=3 ) below to price the bond derivatives in the following questions. rine upper prodadmin

2. Use the term structure lattice model (from t=0 to t=3

2. Use the term structure lattice model (from t=0 to t=3 ) below to price the bond derivatives in the following questions. rine upper prodadmin is: p=0.5 Compute the value of ZCB3. (Round your answer to the fourth decimal place) Note: ZCB3 refers to the zero coupon bond that pays 1 dollar at t=3

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