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Excel Project Due: October 26, 2017 As the bond partfolio manager you are concerned about the impact of changing interest rates on your portfolio velue.
Excel Project Due: October 26, 2017 As the bond partfolio manager you are concerned about the impact of changing interest rates on your portfolio velue. Use the information below and excel functions to determine the value of the current bond portfolio, the portfolio yield and the prtfoli duration this assignment you are assigned a portfolio of bonds Assng that insterest ate changes will impact all bonds equally what is the value of the bond portfolio if interest rates increase by 0.25% or 0.5%? From the additional bonds provided which bond if added to th bond portfolio will help insulate thn prtfolio from Interest rate risk? Quantity of Bonds in Portfolio S00 400 Prie Face Value Coupon 3.300% 4.800% 4.300)% 1.700% daupons/Year S&P Tntal Value Prtflin Yild Duratn Pnrtfolin Duration Years to Maturit Issauer Narne Boeing Ammazorn Starbucks Costco Maturit 2035-03-01 2034-12-05 AA- 3.631% 2017-10-17 $ 114.49 $100.00 2045-06-15 2019-12-15 2038-01-15 BBB+ 5./65% 201 /-10-11 $ 114.63 $ 1UU.UU Yiel 3.391% 201 /-10-17 $ g8.81 $ 100.00 3. /12% 201 /-10-11 $ 110.00 $ 1UU.UU 1.645% 2017-10-17 $ 100.12 $ 100.00 At 330 27U What is the valuc of the bond portfolio What is the portfolio yield? Answer: What is the duration of the bond portfolio
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