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Derive the probability distribution of the 1 - year HPR on a 3 0 - year U . S . Treasury bond with an 4

Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with an 4% coupon if it is currently selling at par and the probability distribution of its yield to maturity a year from now is as follows: (Assume the entire 4% coupon is paid at the end of the year rather than every 6 months. Assume a par value of $100.)(Leave no cells blank - be certain to enter "O" wherever required. Enter negative values with a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places. Omit the "$" & "%" signs in your response.)
\table[[State of the Economy,Probability,YTM,Price,Capital Gain,Coupon Interest,HPR],[Boom,10,6%,$,72.49,$,-23.51,$,4,,1%
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