Question: Problem: You are given the par curve for three key tenors: Assuming interest rate volatility of 20%, use binomial interest rate tree model to price

Problem: You are given the par curve for three key tenors:

Problem: You are given the par curve for three key tenors: Assuming interest rate volatility of 20%, use binomial interest rate tree model to price - Bermudian putable bond (putable at par), having maturity of 3 years, 3% coupon rate, annual payments, 100 par value

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