Compute the price of a forward contract on the  ZCB above

 where the forward contract matures at time   t = 4

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H. K Term Structure Lattice r(0,0) 5.00% u 1.10 4 0.9 0.50 b1 1-q 0.50 Short-Rate Lattice 10 2 3 6 10 11 10 12.97% 12 11.79% 10.61% 13 10.72% 9.65% 8.68% 14 74% 8.77% 7.89% 7.10% 15 6. 8.86% 7.97% 7.17% 6.46% 5.81% 16 8.05% 7.25% 6.52% 5.87% 5.28% 4.75% 17 7.32% 6.59% 5.93% 5.34% 4.80% 4.32% 3.89% 18 3 6.66% 5.99% 5.39% 4.85% 4.37% 3.93% 3.54% 3.18% 19 6.05% 5.45% 4.90% 4.41% 3.97% 3.57% 3.22% 2.89% 2.60% 5.50% 4.95% 4.46% 4.01% 3.61% 3.25% 2.92% 2.63% 2.37% 2.13% 21 5.00% 4.50% 4.05% 3.65% 3.28% 2.95% 2.66% 2.39% 2.15% 1.94% 1.74% 22 23 24 Ten Year Zero-Coupon Bond 25 3 10 26 10 100 27 89.45 100 28 81.58 91.20 100 29 75.68 84.53 92.69 100 30 71.26 79.46 87.06 93.93 100 75.62 31 32 67.97 82.74 89.22 94.98 100 4 65.56 72.74 79.45 85.57 91.05 95.86 100 33 63.84 70.62 76.95 82.76 87.97 92.58 96.58 100 34 62.68 69.10 75.10 80.62 85.59 90.01 93.87 97.19 100 35 61.97 68.07 73.78 79.03 83.78 88.01 91.72 94.94 97.69 100 67.44 77.89 82.42 93.16 36 37 61.62 72.88 86.47 90.05 95.83 98.10 100 B. H. K Term Structure Lattice r(0,0) 5.00% u 1.10 4 0.9 0.50 b1 1-q 0.50 Short-Rate Lattice 10 2 3 6 10 11 10 12.97% 12 11.79% 10.61% 13 10.72% 9.65% 8.68% 14 74% 8.77% 7.89% 7.10% 15 6. 8.86% 7.97% 7.17% 6.46% 5.81% 16 8.05% 7.25% 6.52% 5.87% 5.28% 4.75% 17 7.32% 6.59% 5.93% 5.34% 4.80% 4.32% 3.89% 18 3 6.66% 5.99% 5.39% 4.85% 4.37% 3.93% 3.54% 3.18% 19 6.05% 5.45% 4.90% 4.41% 3.97% 3.57% 3.22% 2.89% 2.60% 5.50% 4.95% 4.46% 4.01% 3.61% 3.25% 2.92% 2.63% 2.37% 2.13% 21 5.00% 4.50% 4.05% 3.65% 3.28% 2.95% 2.66% 2.39% 2.15% 1.94% 1.74% 22 23 24 Ten Year Zero-Coupon Bond 25 3 10 26 10 100 27 89.45 100 28 81.58 91.20 100 29 75.68 84.53 92.69 100 30 71.26 79.46 87.06 93.93 100 75.62 31 32 67.97 82.74 89.22 94.98 100 4 65.56 72.74 79.45 85.57 91.05 95.86 100 33 63.84 70.62 76.95 82.76 87.97 92.58 96.58 100 34 62.68 69.10 75.10 80.62 85.59 90.01 93.87 97.19 100 35 61.97 68.07 73.78 79.03 83.78 88.01 91.72 94.94 97.69 100 67.44 77.89 82.42 93.16 36 37 61.62 72.88 86.47 90.05 95.83 98.10 100 B.