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Description: AS#12, Foreign Bond Risk Analysis evaluates each student's ability to assimilate the lessons of Lec#11 and Lec#12 and apply the correct tools to determine

Description: AS#12, Foreign Bond Risk Analysis evaluates each student's ability to assimilate the lessons of Lec#11 and Lec#12 and apply the correct tools to determine the total and systematic risks, over a given holding period. Review similar problems from PS#3 before attempting this Assignment. Instructions: Use these Tables Table 12.1 Investor Positions and Trade Information FP#1: On 15-Sep a Malaysian investor buys the 2039 3.5 Apr 15 Japanese government T-Bond. FP#2: On 15-Sep a Japanese investor buys the 2039 3.5 Apr 15 Malaysian government T-Bond. Portfolio T-Bond Price Information Currency Foreign Portfolio#1 Bond Yield Bid Price Ask Price Yen (JPY) 15-Sep: Purchase 3.125 96.6715 96.6065 95.81 JPY/USD 10-Nov: Sale 3.687 102.7525 102.9546 101.33 JPY/USD Foreign Portfolio#2 Bond Yield Bid Price Ask Price Ringg

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