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Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with an 4.0% coupon if it is currently selling at par

Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with an 4.0% 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 4.0% coupon is paid at the end of the year rather than every 6 months. Assume a par value of $100.) (Leave no cells blank - be certain to enter "0" wherever required. Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places. Omit the "$" & "%" signs in your response.)

Economy Probability YTM Price Capital Gains Coupon Interest HPR
Boom .10 6.0 72.47 4.0
Normal Growth .60 5.0 84.62 4.0
Recession .30 4.0 100.00 0.00 4.0 4.0

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P.S. - The answers that is already in the Chegg System is wrong. Please help!

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