Consider the given interest rate tree. A bond has a maturity…

Consider the given interest rate tree. A bond has a maturity of 4 years, and the interest rate evolves according to the provided tree, with each step representing a one-year period. The risk-neutral probability of the interest rate increasing in each step is 50%. Calculate the price of the zero-coupon bond at time zero, assuming no arbitrage conditions and a face value of $100. Round your answer to the nearest integer.   0.05 0.047 0.042 0.042 0.03 0.03 0.028 0.028 0.024 0.021