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 "O" wherever required. Negative values should be indicated by a minus sign. Do not round intermediate calculations, Round your answers to 2 decimal places.) Economy Probability YTM Price Capital Gain Coupon Interest HPR 0.35 11.01% 9 Boom Normal Growth Recession 0.40 0.25 9.01% 7.0 % % *