Question: 5) PLEASE PROVIDE DETAIL IN EACH STEP Given the Binomial interest rate tree at 10% interest rate volatility stated in chart valuation of a three-years

5) PLEASE PROVIDE DETAIL IN EACH STEP

Given the Binomial interest rate tree at 10% interest rate volatility stated in chart valuation of a three-years Libor Floored at 3.3% at the 10% interest Rate volatility.

YEAR 0	YEAR 1	YEAR 2

		5.5258
	3.8695
2.500		4.5242
	3.1681
		3.7041

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