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

Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with a coupon of 4.0% if 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 - be certain to enter "0" wherever required. Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.)
Problem 5-8
Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with a coupon of 4.0% if 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 - be certain to
enter "0" wherever required. Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round
your answers to 2 decimal places.)
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