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Based on the below corporate bond data, help to calculate the followings, Bond Ticker CUSIP Company Name Rating Amount Issued Amount Outstanding Issue Date Date

Based on the below corporate bond data, help to calculate the followings,


Bond Ticker CUSIP Company Name Rating Amount Issued Amount Outstanding Issue Date Date of Maturity Embeded Option Call Date Call Price Call Amount Coupon Coupon Freq Annual YTM
DKS 4.1 01/15/52 253393AG7 Dick's Sporting Goods BBB - 750 750 1/14/2022 1/15/2052 Call 7/15/2051 100 Full 4.10% SA 5.15%
F 3 1/4 02/12/2032 345370DA5 Ford Motor Company BB+ 2500 2500 12/11/2021 12/2/2031 Call 12/11/2031 100 Full 3.25% SA 4.82%
AAPL 1.8 09/11/24 037833DM9 Apple Inc AA+ 750 750 11/9/2019 11/9/2024 Call 11/8/2024 100 Full 1.80% SA 2.42%
CAT 1.7 01/08/27 14913R2U0 Caterpillar Finl Service AA+ 500 500 10/1/2022 8/1/2027 No


1.70% SA 2.87%
BK 2 1/2 01/26/32 06406RBB2 Bank of NY Mellon Corp AA 450 450 1/26/2022 1/26/2032 Call 10/26/2031 100 Full 2.50% SA 3.41%
DELL 6.2 07/15/30 24703TAH9 Dell International LLC BBB- 750 750 7/15/2021 7/15/2030 Call 4/15/2030 100 Full 6.20% SA 4.23%
BIGBRS 6 5/8 01/31/29 08949LAB6 Big River Steel/ BRS Fin BB- 900 720 1/31/2021 1/31/2029 Call 9/15/2023 103.313 Full 6.63% SA 5.91%
9/15/2024 101.656 Full
9/15/2025 100 Full



  1. Corporate Bond Portfolio
    1. Calculate the following analytics for each of the corporate bond
      1. Flat Price
      2. Accrued Interest
      3. Full Price
      4. Yield To Call
      5. Duration if there is a 100bps shift (Both an upward shift and downward shift) in the YTM
      6. Convexity if there is a 100bps shift (Both an upward shift and downward shift) in the YTM
      7. Price of each bond if there is a 100bps shift (Both an upward shift and downward shift) in the YTM
    2. Bond Portfolio
      1. Assume that you've been given $1M to allocate to a set of 7 corporate bonds. Choose the allocation of your choice in increments of $1000.
      2. Calculate the following for the portfolio
        1. Average Coupon
        2. Portfolio YTM
        3. Portfolio Duration
        4. Portfolio Convexity
      3. Check the sensitivity of the portfolio to 100bps shift (both upwards and downwards) in the yields

Please provide the proper calculations for the derived values. 


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