please answer both questions

Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with a coupon of 3.0 % 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 3.0% 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 "0" wherever required. Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.) Economy Probability YTM Price Capital Gain Coupon Interest HPR Boom 11.0% Normal Growth 10.0 % Recession 8.0% 0.20 0.55 0.25 % Consider these long-term investment data: The price of a 10-year $100 par value zero coupon inflation-indexed bond is $82.32. A real-estate property is expected to yield 2% per quarter (nominal) with a SD of the (effective) quarterly rate of 10%. Compute the annual rate on the real (i.e., inflation-indexed) bond. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Real bond annual rate