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Check my world Problem 5-8 Derive the probability distribution of the 1-year HPR on a 30-year US Treasury bond with a coupon of 4.0% it

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Check my world Problem 5-8 Derive the probability distribution of the 1-year HPR on a 30-year US Treasury bond with a coupon of 4.0% it is currently selling at par and the probability distribution of its yield to maturity a year from now is as shown in the table below. Assume the entire 4.0% coupon is paid at the end of the year rather than every 6 months. Assume a par value of $100) Leave no cells blank becertain to enter "o" wherever required. Negative values should be indicated by a minus sign. Do not round Intermediate calculations. Round your answers to 2 decimal places.) Probability YTM Price Capital Coupon Interest HPR Economy Boom Normal Growth Recession 6015 0.10 0.60 030 $ 400

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