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Answer the following questions using the data in the table below. Submit your solutions with workings in a report format in WORD format. You are

Answer the following questions using the data in the table below. Submit your
solutions with workings in a report format in WORD format. You are to submit
the report, the Excel file, or any other file used in the calculations.
(a) On the 18th of May 2023, you bought the following portfolio of
Commonwealth Government bonds. Calculate the amount you paid for
each instrument per $100 face value and, thus the total for the equally
weighted portfolio. Use the yields within the table at the end of the
assignment, corresponding to your student ID number.
(b) Calculate the price of the instruments if they were sold on the 15th of
February 2024
(c) Calculate the holding period yield for each instrument if you sold each
bond on the 15th of February 2024. Using the reinvestment rate contained
within the table.
(d) What would be the holding period yield for the portfolio over the same
period? Comment on your answer.
(e) Using a table format, manually calculate the duration and convexity for the
4.50%21st April 2033 Treasury Bond 140 on the 21st of April 2023, if the
yield for that day is contained within the table below.
(f) Using a spreadsheet (Excel) and its duration function, calculate the duration
for all the bonds as of the 15th of February 2024
(g) What is the duration for the portfolio as of the 15th of February 2024?
(h) Using a table format, manually calculate the duration and convexity for the
4.50%21st April 2033 Treasury Bond 140 on the 1st of August 2023, if the
yield for that day is contained within the table below.
(6+6+12+6+8+3+3+6=50 marks )
Will be converted to a mark out of 20
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