Calculate Value of Ee Bonds by kcb19867

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• pg 1
```									                                               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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