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Please help me please i will give good rating a) On the 1 st of July 2022 , you bought the following portfolio of Commonwealth
Please help me please i will give good rating
a) On the 1 st of July 2022 , 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: (b) Calculate the price of the instruments if they were sold on 30 th of June 2023 (c) Calculate the holding period yield for each instrument if you sold them on the 30 th of June 2023 . Using the reinvestment rate contained within the table. (d) What would be the holding period yield for the portfolio as a whole over the same period? Comment on your answer (e) Using a table format, manually calculate the duration and convexity for the 3.75%21 st April 2037 Treasury Bond 144 on the 21 st of April 2023 , if the yield for that day is contained within the table below. (f) Using a spreadsheet (Excel) and its duration formula, calculate the duration for all the bonds as at 30 th of June 2023. (g) What is the duration for the portfolio as at 30 th of June 2023 ? (h) If the portfolio had 44-day Bank Accepted bill with the yield contained within the table, what would be the bill's duration? Explain you answer. (i) Comparing the two sets of rates, what can you say about the term structure? Note: show all calculations for parts (a) to (i). a) On the 1 st of July 2022 , 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: (b) Calculate the price of the instruments if they were sold on 30 th of June 2023 (c) Calculate the holding period yield for each instrument if you sold them on the 30 th of June 2023 . Using the reinvestment rate contained within the table. (d) What would be the holding period yield for the portfolio as a whole over the same period? Comment on your answer (e) Using a table format, manually calculate the duration and convexity for the 3.75%21 st April 2037 Treasury Bond 144 on the 21 st of April 2023 , if the yield for that day is contained within the table below. (f) Using a spreadsheet (Excel) and its duration formula, calculate the duration for all the bonds as at 30 th of June 2023. (g) What is the duration for the portfolio as at 30 th of June 2023 ? (h) If the portfolio had 44-day Bank Accepted bill with the yield contained within the table, what would be the bill's duration? Explain you answer. (i) Comparing the two sets of rates, what can you say about the term structure? Note: show all calculations for parts (a) to (i)Step by Step Solution
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