Someone please let me know if this is correct

IN 359 3) Value a convertible bond annual (NAR(1 s years Par Coeversion into Exercise Date Equity Price Equity volatility R (for call option purposes) 1,000 10 shares 2 years 35% 5% 3a) assuming the market prike of the convertible bond is par, value the conversion option using a binomial tree 3b) using a 4% yield to maturity present value the bond part of the convertible bond through to the maturity date 3c) using a 4% yield to maturity present value the bond part of the convertible bond through to the exercise date 3d) assuming the market price of the convertible bond is what you calculated in 3c) Valiue the conversion option using a binomial tree Suppose the following facts as% 0.740740741 5% 10 Sta and we could s Now suppose then p equals down state Value at CALL with ) value (pays i) each year p and dow ) repeat st 10 today 1 year Page 3 IN 359 3) Value a convertible bond annual (NAR(1 s years Par Coeversion into Exercise Date Equity Price Equity volatility R (for call option purposes) 1,000 10 shares 2 years 35% 5% 3a) assuming the market prike of the convertible bond is par, value the conversion option using a binomial tree 3b) using a 4% yield to maturity present value the bond part of the convertible bond through to the maturity date 3c) using a 4% yield to maturity present value the bond part of the convertible bond through to the exercise date 3d) assuming the market price of the convertible bond is what you calculated in 3c) Valiue the conversion option using a binomial tree Suppose the following facts as% 0.740740741 5% 10 Sta and we could s Now suppose then p equals down state Value at CALL with ) value (pays i) each year p and dow ) repeat st 10 today 1 year Page 3