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Today is 1 July 2020. Joan has a portfolio which consists of two different types of financial instruments thenceforth referred to as instrument A and

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Today is 1 July 2020. Joan has a portfolio which consists of two different types of financial instruments thenceforth referred to as instrument A and instrument Joan purchased instruments on luly 2012 to create this portfolio and this portfolio is composed of 35 units of instrument A and 36 units of instruments Instrument A is a zero-coupon bond with a face value of 100. This bond matures a par. The maturity date is 1 January 2030. . Instrument is a Treasury bond with a coupon rate of 4,31% pa and face value of 100. This bond matures at par. The maturity date is 1 lauary 2023 c) Based on the price in parts and part, and the duration value in parte calculate the current duration of Joan's portfolio Express your answer in terms of years and round your to two decimal places Select one 3.541 07.08 Oc6.55 d.5.16 (a) Calculate the current price of instrument A per $100 face value. Round your answer to four de Select one: O a. 63.6008 O b. 62.2059 C. 78.7539 (b) Calculate the current price of instrument B per $100 face value. Round your answer to four decimal Select one: a. 104.2860 O b. 116.3235 O c. 105.1113 O d. 106.4410 Select one: a. 2.399 O b. 4.798 O c. 2.851 O d.5.701 Today is 1 July 2020. Joan has a portfolio which consists of two different types of financial instruments thenceforth referred to as instrument A and instrument Joan purchased instruments on luly 2012 to create this portfolio and this portfolio is composed of 35 units of instrument A and 36 units of instruments Instrument A is a zero-coupon bond with a face value of 100. This bond matures a par. The maturity date is 1 January 2030. . Instrument is a Treasury bond with a coupon rate of 4,31% pa and face value of 100. This bond matures at par. The maturity date is 1 lauary 2023 c) Based on the price in parts and part, and the duration value in parte calculate the current duration of Joan's portfolio Express your answer in terms of years and round your to two decimal places Select one 3.541 07.08 Oc6.55 d.5.16 (a) Calculate the current price of instrument A per $100 face value. Round your answer to four de Select one: O a. 63.6008 O b. 62.2059 C. 78.7539 (b) Calculate the current price of instrument B per $100 face value. Round your answer to four decimal Select one: a. 104.2860 O b. 116.3235 O c. 105.1113 O d. 106.4410 Select one: a. 2.399 O b. 4.798 O c. 2.851 O d.5.701

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