Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with an 3.0% 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 3.0% 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. Omit the "$" & "%" signs in your response.)

ECONOMY	PROBABILITY	YTM	PRICE	CAPITAL GAIN	COUPON INTEREST	HPR
BOOM	0.30%	10%	$___?	$___?	$____?	___%
NORMAL GROWTH	0.60%	8%	$____?	$____?	$____?	___%
RECESSION	0.10%	7%	$___?	$____?	$____?	___%