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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 year HPR on a year US Treasury bond with a coupon of 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 coupon is paid at the end of the year rather than every months. Assume a par value of $Leave no cells blank be certain to enter wherever required. Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to decimal places.
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Derive the probability distribution of the year HPR on a year US Treasury bond with a coupon of 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
coupon is paid at the end of the year rather than every months. Assume a par value of $Leave no cells blank be certain to
enter wherever required. Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round
your answers to decimal places.
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