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Sved Help Save & Exit Check Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with a coupon of 3.0%

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Sved Help Save & Exit Check 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 306 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 Price Capital Gain Coupon Interest HPR YTM 12.0% Probability 0.35 0.40 0.25 Boom Normal Growth Recession 100% 9.0% Ich

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