Calculate Value of Ee Bonds by kcb19867

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									                                               Binomial Tree Bond Put
                        Data Input                                          Data Used to Calculate Tree
    Maturity (M or n)                                 2       Maturity [periods]                                  2
    Length of periods (h)                     1.000000        N Periods (n)                                       1
    Spot Rate (S0)                              10.00%        Periodic Spot Rate                            10.00%
    Face Value (F)                            $ 100.00        Periodic Coupon Rate                           9.00%
    Coupon (C)                                $   9.00        Period Upward (u)                              1.1000
    Put Price (PP)                                            Period Downward (d)                            0.9091
    Distribution                                    u&d       Variance                                    0.009083
    Upward (u)                                  1.1000        Mean                                        0.000005
    Downward (d)                                0.9091
                           OR
    Variance                                  0.005400
    Mean                                      0.022000
    Probability (q)                               0.50
Path \ Period
                  0          1            2
0           109.00      98.20        98.23
1           109.00      99.92
2           109.00
0   1   2
0   1   2
0   1   2
0   1   2

								
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