Question: ONLY HELP ME WITH QUESTION E, THE YIELD GIVEN IS 0.811%. THANKS! (a) On the 1st of September 2020, you bought the following portfolio of

ONLY HELP ME WITH QUESTION E, THE YIELD GIVEN IS 0.811%. THANKS!
(a) On the 1st of September 2020, you bought the following portfolio of Commonwealth Government bonds. Calculate the amount you paid for each instrument per $100 face value and thus the total for the equally weighted portfolio: Use the yields within the table at the end of the assignment which correspond to your student ID number. Treasury Bonds Treasury Bonds Treasury Bonds Treasury Bonds Treasury Bonds Treasury Bonds Treasury Bond Treasury Bond Treasury Bond Treasury Bond 151 137 164 Treasury Bond 155 163 Treasury Bond 147 2.00% 2.75% 0.50% 2.50% 1.00% 3.25% 21-Dec-2021 21-Apr-2024 21-Sep-2026 21-May-2030 21-Nov-2031 21-Jun-2039 (b) Calculate the price of the instruments if they were sold on 31st August 2021 (c) Calculate the holding period yield for each instrument if you sold them on the 31st August 2021. Using the reinvestment rate contained within the table. (d) What would be the holding period yield for the portfolio as a whole over the same period? Comment on your answer (e) Using a table format, manually calculate the duration and convexity for the 3.25% 21st June 2039 Treasury Bond 147 on the 21st June 2021, if the yield for that day is contained within the table below. (a) On the 1st of September 2020, you bought the following portfolio of Commonwealth Government bonds. Calculate the amount you paid for each instrument per $100 face value and thus the total for the equally weighted portfolio: Use the yields within the table at the end of the assignment which correspond to your student ID number. Treasury Bonds Treasury Bonds Treasury Bonds Treasury Bonds Treasury Bonds Treasury Bonds Treasury Bond Treasury Bond Treasury Bond Treasury Bond 151 137 164 Treasury Bond 155 163 Treasury Bond 147 2.00% 2.75% 0.50% 2.50% 1.00% 3.25% 21-Dec-2021 21-Apr-2024 21-Sep-2026 21-May-2030 21-Nov-2031 21-Jun-2039 (b) Calculate the price of the instruments if they were sold on 31st August 2021 (c) Calculate the holding period yield for each instrument if you sold them on the 31st August 2021. Using the reinvestment rate contained within the table. (d) What would be the holding period yield for the portfolio as a whole over the same period? Comment on your answer (e) Using a table format, manually calculate the duration and convexity for the 3.25% 21st June 2039 Treasury Bond 147 on the 21st June 2021, if the yield for that day is contained within the table below
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