Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with an 4% 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% 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. Enter negative values with a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places. Omit the "S" & "%" signs in your response.) Price HPR State of the Economy Boom Normal Growth Probability 35 YTM 11% Capital Gain Coupon Interest 40 9% 7% Recession .25