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

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Derive the probability distribution of the 1-year HPR on a 30 -year US. Treasury bond with a coupon of 4.0% 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 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 "O" wherever required. Negative values should be indicated by a minus sign. Do not round intermediate calculations, Round your answers to 2 decimal places.)

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