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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

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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 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 the enter "O" wherever required. Negative values should be indicated by a minus sign. Do not round intermediate calculins. Round your answers to 2 decimal places.)

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