Use the term structure lattice model $($from t$=0$ to t$=3)$ below to price the bond derivatives in the following questions.

Compute the value of

$$

$$

$$

$3$

ZCB

$3$

$$

$.($Round your answer to the fourth decimal place$)$

Note:

$$

$$

$$

$3$

ZCB

$3$

$$

refers to the zero coupon bond that pays $1$ dollar at t$=3.$