You are given the following binomial interest model. Compounding is annual. t $=0$ t $=1$

i $1,$H $=3\mathrm{.}6\%$

i $0=2\%$

i $1,$L $=2\mathrm{.}8\%$

$5.$ Bond F is a $2-$year $4\%$ annual coupon bond with a face value of $$100,$ callable at time t$=1.$ Find the price of the call option embedded in Bond F$.$

$6.$ Bond G is $2-$year $2\mathrm{.}5\%$ annual coupon bond with a face value of $$100,$ putable at times t $=0,$ and t $=1.$ Find the price of the put option embedded in Bond G$.$