Chapter 5 A Saved Help Save & Exit Submit Check my work 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 par and the probability distribution of its yield to maturity a year from now is as shown in the table below. (Assume the entire 3.5% 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.) points eBook Economy Probability YTM Price Capital Gain Coupon Interest HPR 0.25 Print Boom Normal Growth 0.50 9.01% 7.0 % 6.0 % References Recession 0.25