Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with a coupon of 3.5% 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 3.5% 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 pleaces.) Probability YTM HPR Price Capital Gain Coupon Interest Economy % Boom 8.0 % % 6.0 % Normal Growth Recession % 4.0 % 0.25 0.55 0.20