Derive the probability distribution of the one-year HPR on a 3-year U.

Derive the probability distribution of the one-year HPR on a 3-year U.S. Treasury bond with an 8% coupon (paid semiannually) if it is currently selling at par and the probability distribution of its yield to maturity a year from now is as followsYTM11%9.5%7.8%2%