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Thanks David...although there is a typo, Price[1,1] should be $946.51 instead of $956.51 :)

Hi guys, pardon the eventual lapse, but under Learning Statement "Explain how the principles of arbitrage pricing of derivatives on fixed income extend over multiple periods", deriving the risk-neutral probability for the first time step, p = 0.8024, is quite straightforward ( $925.21 * (1 +...