Assessment 2 Specification BAFI1065 - Semester 2, 2020 (40%) (Maximum of 12 pages submitted, not including appendices) Due: Friday 2"d October, 11:59 pm (the end of Week 10) Assessment 2 is an individual project. Each student will choose a set of four Australian Commonwealth Government Securities. Collect the key characteristics of each of the bonds (coupon rate, maturity date) and bond yield data as at the end of January 2020 (last working day of the month) and the end of July 2020 (last working day of the month). RBA website (http://www.rba.gov.au) provides the bond data (you will have to do some exploration of the site to find and understand what you are looking for - this is part of your task, RBA Table F16 is your first source of data). Required: Part 1: (20 Marks) A. Calculate the dirty price, clean price, modified duration and modified convexity of the Government bonds as at the end of January 2020 and the end of July 2020. Discuss your results. (7 marks)