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Derive the probability distribution of the 1-year HPR on a 30-year Canada bond with an 3.0% coupon if it is currently selling at par and

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Derive the probability distribution of the 1-year HPR on a 30-year Canada 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 six 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 $ sign in your response.)

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