Question:
Following is a
portfolio consisting of 50 bonds with a market value of $100 million as of April 29, 2011:
Describe in detail the risk characteristics of this portfolio. Be sure to discuss where it seems like the manager is taking views on the market?
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...
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Position arket Value Identifier 003723AA ABN AMRO BANK NV 00104BA AES EASTERN ENERGY 02051PAC ALON REFINING KROTZ 02360XA AMERENENERGY GENERATING 101137AD BOSTON SCIENTIFC 12527GA CF INDUSTRIES INC 165167BS CHESAPEAKE ENERGY CORP 125896BG CMS ENERGY 251591AY DEVELOPERS DIVERS REALTY FGB08000 FHLMGold Guar Single F. 30yr FGB07001 FHLMGold Guar Single F. 30yr FGB06402 FHLMGold Guar Single F. 30yr FGB07002 FHLMGold Guar Single F. 30yr FGB05403 FHLMGold Guar Single F. 30yr FGB06003 FHLMGold Guar Single F. 30yr FGB06004 FHLMGold Guar Single F. 30yr FGB05011 FHLMGold Guar Single F. 30yr FNA0709 FNMA Conventional Long T. 30yr FNA0800 FNMA Conventional Long T. 30yr FNA0540 FNMA Conventional Long T. 30yr FNA0640 FNMA Conventional Long T. 30yr FNA0700 FNMA Conventional Long T. 30yr FNA0500 FNMA Conventional Long T. 30yr FNA0540 FNMA Conventional Long T. 30yr FNA0600 FNMA Conventional Long T. 30yr FNA0501 FNMA Conventional Long T. 30yr Description 1,422,596 1,206,446 630,655 737,343 1,656,030 1,499,778 880,013 1,286,476 1,337,697 644,344 3,040,911 780,262 1,004,579 4,235,068 1,531,707 1,387,727 1,537,027 700,545 690,585 1,014,899 1,643,844 1,883,297 1,854,853 1,311,433 2,563,939 684,085 3,194,556 3,469,103 1,548,573 1,715,870 843,855 1,449,636 1,682,044 592,304 707,484 1,551,232 1,328,707 797,314 646,714 2,683,702 690,235 885,600 3,751,831 1,411,009 633,691 651,568 884,357 1,707,042 1,155,221 2,241,336 641,485 794,384