Question: using the followinf short-term discount factor tree implied by the Ho-Lee model: DD2,3=0.8883BD1,2=0.9098AD0,1=0.9400CD2,3=0.9190D1,2=0.9413FD2,3=0.9508 t=0t=1t=2 Consider a 3-year, 6% coupon bond with face value $1000. What

using the followinf short-term discount factor tree implied by the Ho-Lee model:

$DD2,3=0.8883BD1,2=0.9098AD0,1=0.9400CD2,3=0.9190D1,2=0.9413FD2,3=0.9508 t=0t=1t=2 Consider a 3-year, 6\% coupon bond with face value $1000.$

DD2,3=0.8883BD1,2=0.9098AD0,1=0.9400CD2,3=0.9190D1,2=0.9413FD2,3=0.9508 t=0t=1t=2 Consider a 3-year, 6\% coupon bond with face value $1000. What is the (ex-coupon) price of this bond at node E? 1007.85926.06941.60974.14

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