Question
Fixed Income You are now a fixed-income investment team with a 100 million USD portfolio. Design and manage an investment strategy based on the current
Fixed Income
You are now a fixed-income investment team with a 100 million USD portfolio. Design and manage an investment strategy based on the current market conditions.
Reports need to highlight:
1) Your view about the market.
2) Your high-level strategy rationale.
3) Your portfolio selection choices.
4) The current value of the portfolio with supporting info (assets, purchase price, current market value, coupon payments if any).
5) Details of any portfolio changes you have made (Why, what you sold, what you bought, supporting evidence on the prices screenshots or quotes are more than enough).
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You can invest in any Treasury, Muni, TIPS, STRIP or corporate bond. Cash holdings yield a zero return. No ABS, No derivatives.
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To keep it simple we assume zero transaction cost and zero leverage.
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