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QUESTION 23 B3 issue. Institutional investors (11) submit the following bids in an Australian Treasury bonds discriminatory auction. The announcement mentions a $200,000,000 face value

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QUESTION 23 B3 issue. Institutional investors (11) submit the following bids in an Australian Treasury bonds discriminatory auction. The announcement mentions a $200,000,000 face value 111 bids yield 1.070 % and volume $70,000,000 face value 112 bids yield 1.075 % and volume 559,500,000 face value 113 bids yield 1.080 % and volume $100,000,000 face value 114 bids yield 1.075 % and volume $30,500,000 face value On a scrap paper, draw the diagram of the demand and supply in this auction, Indicate clearly in your diagram the cut-off rate, the winners, the losers and the additional demand and remaining supply at the cut off yield. Then use your draft to fill the following multiple blanks The scrap paper will not be uploaded but needs to be kept for future reference, The aggregate cumulative demand at 1.075% is Do not type the $ symbol There is a market clearing yield Type Yif true and N i incorrect The cut off yield of the auction is %. Do not type the symbol The remaining supply after serving the bidders who receive their bids in full is Do not show the calculation only the result. The ratio of their bids that the winners with the highest accepted yield receive is Do not show the calculation only the result. Express your result with 3 numbers after the decimal point. QUESTION 23 B3 issue. Institutional investors (11) submit the following bids in an Australian Treasury bonds discriminatory auction. The announcement mentions a $200,000,000 face value 111 bids yield 1.070 % and volume $70,000,000 face value 112 bids yield 1.075 % and volume 559,500,000 face value 113 bids yield 1.080 % and volume $100,000,000 face value 114 bids yield 1.075 % and volume $30,500,000 face value On a scrap paper, draw the diagram of the demand and supply in this auction, Indicate clearly in your diagram the cut-off rate, the winners, the losers and the additional demand and remaining supply at the cut off yield. Then use your draft to fill the following multiple blanks The scrap paper will not be uploaded but needs to be kept for future reference, The aggregate cumulative demand at 1.075% is Do not type the $ symbol There is a market clearing yield Type Yif true and N i incorrect The cut off yield of the auction is %. Do not type the symbol The remaining supply after serving the bidders who receive their bids in full is Do not show the calculation only the result. The ratio of their bids that the winners with the highest accepted yield receive is Do not show the calculation only the result. Express your result with 3 numbers after the decimal point

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