Question: Create a portfolio, Portfolio 1 , that will take long position in the first five bonds. Calculate the Yield to Maturity and the Duration of

Create a portfolio, Portfolio1, that will take long position in the first five bonds.
Calculate the Yield to Maturity and the Duration of that portfolio: today's date is
13.03.2019. For bond 1, the coupon rate is missing, the 1st upcoming coupon date is
missing, the maturity date is 09.04.2019, the ask price in nonmetric units is 2.38, the
face value is 1000. For bond 2, the coupon rate is missing, the 1st upcoming coupon
date is missing, the maturity date is 13.06.2019, the ask price in nonmetric units is
2.3925, the face value is 1000. For bond 3, the coupon rate is missing, the 1st
upcoming coupon date is missing, the maturity date is 12.09.2019),, the ask price in
nonmetric units is 2.445, the face value is 1000. For bond 4, the coupon rate is
missing, the 1st upcoming coupon date is missing, the maturity date is 27.02.2020),,
the ask price in nonmetric units is 2.4375, the face value is 1000. For bond 5, the
coupon rate is 2.5%, the 1 st upcoming coupon date is 31.08.2019, the maturity date is
28.02.2021, the ask price in nonmetric units is 100-02-14, the face value is 1000. For
bond 6, the coupon rate is 2.5%, the 1 st upcoming coupon date is 31.08.2019, the
maturity date is 28.02.2026, the ask price in nonmetric units is 99-28, the face value
is 1000. For bond 7, the coupon rate is 3%, the 1 st upcoming coupon date is
15.08.2019, the maturity date is 15.02.2049, the ask price in nonmetric units is 99-24,
the face value is 1000. For bond 8, the coupon rate is 2.625%, the 1 st upcoming
coupon date is 15.08.2019, the maturity date is 15.02.2029, the ask price in nonmetric
units is ???, the face value is 1000
 Create a portfolio, Portfolio1, that will take long position in the

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!