Price a convertible bond with par \\( =\\$ 1000 \\), conversion ratio \\( =20 \\), annual coupon rate \=9.9, and 2 years to maturity. The bond is callable at \100 par in year 1 , and convertible from year 1 through maturity. Assume annual compounding, a constant one-year discount rate of \10, and the following binomial model for stock price evolution. Round your answer to 2 decimal places. \\[ \\begin{array}{lll} t=0 & t=1 & t=2 \\end{array} \\] 
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