Construct a portfolio of investment-grade corporate bonds and US Treasuries using the PRTU screen. After constructing the bond fund, evaluate the portfolio in PORT. Guidelines:

- Use the Bloomberg search/screen function, SRCH, or SECF to identify the bonds for your portfolio.

- Make the number of issues for the bonds in your portfolio large enough so that your portfolio's market value is at least \(\$ 10\) million.

a. Evaluate the characteristic of your portfolio in PORT: "Characteristics" tab, "Summary View."

b. Access Bloomberg information on a T-notes futures contract with options that has a maturity close to the average maturity of your portfolio. Bloomberg sequence: type CTM to bring up the "Contract Table Menu," click "Categories" and "Bonds," search for CBT on the Menu (type CBT in the amber Exchange box area), find the CBT contract of interest, and bring up the contract's menu screen (Ticker ; for example, FVA for five-year Treasury), and then use the expiration screen (EXS) on the contract's menu page to find the ticker for the contract with the expiration month you want to analyze (Ticker ; e.g., FVH7 for the March 2017 contract). View screens to examine: DES, YAS, DLV, and GP.