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Urgent, need answer's immediately. thank you in advance! Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with an 3%
Urgent, need answer's immediately. thank you in advance!
Derive the probability distribution of the 1-year HPR on a 30-year U.S. Treasury bond with an 3% 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 3% coupon is paid at the end of the year rather than every 6 months. Assume a par value of $100.) (Leave no cells blank - be certain to enter "0" wherever required. Enter negative values with a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places. Omit the "$" & "%" signs in your response.)Step by Step Solution
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