Question: . Consider a trinomial tree for the Ho-Lee model where o = 0.02. The initial zero-coupon interest rate for maturities of 0.5, 1.0, and 1.5

. Consider a trinomial tree for the Ho-Lee model where o = 0.02. The initial zero-coupon interest rate for maturities of 0.5, 1.0, and 1.5 years are 7.5%, 8%, and 8.5%. Using two time steps, each 6 ...

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