Based on the below corporate bond data, help to calculate the followings,

Bond Ticker

CUSIP

Company Name

Rating

Amount Issued

Amount Outstanding

Issue Date

Date of Maturity

Embeded Option

Call Date

Call Price

Call Amount

Coupon

Coupon Freq

Annual YTM

DKS 4.1 01/15/52

253393AG7

Dick's Sporting Goods

BBB -

750

750

1/14/2022

1/15/2052

Call

7/15/2051

100

Full

4.10%

SA

5.15%

F 3 1/4 02/12/2032

345370DA5

Ford Motor Company

BB+

2500

2500

12/11/2021

12/2/2031

Call

12/11/2031

100

Full

3.25%

SA

4.82%

AAPL 1.8 09/11/24

037833DM9

Apple Inc

AA+

750

750

11/9/2019

11/9/2024

Call

11/8/2024

100

Full

1.80%

SA

2.42%

CAT 1.7 01/08/27

14913R2U0

Caterpillar Finl Service

AA+

500

500

10/1/2022

8/1/2027

No

1.70%

SA

2.87%

BK 2 1/2 01/26/32

06406RBB2

Bank of NY Mellon Corp

AA

450

450

1/26/2022

1/26/2032

Call

10/26/2031

100

Full

2.50%

SA

3.41%

DELL 6.2 07/15/30

24703TAH9

Dell International LLC

BBB-

750

750

7/15/2021

7/15/2030

Call

4/15/2030

100

Full

6.20%

SA

4.23%

BIGBRS 6 5/8 01/31/29

08949LAB6

Big River Steel/ BRS Fin

BB-

900

720

1/31/2021

1/31/2029

Call

9/15/2023

103.313

Full

6.63%

SA

5.91%

9/15/2024

101.656

Full

9/15/2025

100

Full

1. Corporate Bond Portfolio
   2. Calculate the following analytics for each of the corporate bond
      2. Flat Price
      4. Accrued Interest
      6. Full Price
      8. Yield To Call
      10. Duration if there is a 100bps shift (Both an upward shift and downward shift) in the YTM
      12. Convexity if there is a 100bps shift (Both an upward shift and downward shift) in the YTM
      14. Price of each bond if there is a 100bps shift (Both an upward shift and downward shift) in the YTM
   5. Bond Portfolio
      2. Assume that you've been given $1M to allocate to a set of 7 corporate bonds. Choose the allocation of your choice in increments of $1000.
      4. Calculate the following for the portfolio
         2. Average Coupon
         4. Portfolio YTM
         6. Portfolio Duration
         8. Portfolio Convexity
      7. Check the sensitivity of the portfolio to 100bps shift (both upwards and downwards) in the yields

Please provide the proper calculations for the derived values. 

Answer rating: 100% (QA)

Here are the calculations for the individual bonds Bond 1 DKS 41 011552 Flat price 9498 derive from ... View the full answer