please answer this question properly.

Consider the following interest rate tree:

$0$

$1$

$2$

$4\mathrm{.}2\%$

$2\mathrm{.}6\%$

$2\mathrm{.}3\%$

$3\mathrm{.}8\%$

$2\mathrm{.}1\%$

$1\mathrm{.}9\%$

A$.$ Compute the current price of a three$-$year option$-$free bond with a coupon rate of $3\mathrm{.}5\%$

B$.$ Compute the price of a three$-$year callable bond with a coupon rate of $3\mathrm{.}5\%.$

C$.$ Compare the two prices and explain the difference using option pricing theory.

D$.$ Note this interest rate tree is similar to the binomial tree in that there is an up and a down moving from time period $0$ to time period $2.$ Predict $($no math required$)$ the two bond prices if the tree reflected a severely upward sloping yield curve and explain your answer.