Question: Answer options: 5.86 0 2.758 10.76 Using the following short-term discount factor tree implied by the Ho-Lee model: =0=1=c Consider a put option with a

Answer options: 5.86 0 2.758 10.76 Using the following short-term discount

Answer options:

5.86

2.758

10.76

Using the following short-term discount factor tree implied by the Ho-Lee model: =0=1=c Consider a put option with a strike price X=980 and maturity 2 years written on the 3-year, 6% coupon bond with face value $1000. What is the no-arbitrage price of this put option at time 0 ? 5.86 0 2.758

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