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 "o" wherever required. Negative values should be indicated by a minus sign. Do not round intermediate calculations, Round your answers to 2 decimal places.) Probability Price Capital Gain Coupon Interest HPR Economy Boom Normal Growth Rocession 0.25 0.40 0.35 YTM 70% 50 % 40