Question 3 (35 marks) You have been presented with a portfolio of 3 different bonds. Bond Maturity Coupon YTM Bonds owne
Posted: Mon Nov 15, 2021 5:02 pm
- Question 3 35 Marks You Have Been Presented With A Portfolio Of 3 Different Bonds Bond Maturity Coupon Ytm Bonds Owne 1 (36.95 KiB) Viewed 79 times
Question 3 (35 marks) You have been presented with a portfolio of 3 different bonds. Bond Maturity Coupon YTM Bonds owned Bond A Bond B Bondo 5 years 9 years 7 years 9.7 12.1 11.0 13.6 14.5 14.8 ONN 3 2 5 Calculate: a) The value of the bond portfolio. (10 marks) b) The duration of the bond portfolio. (15 marks) c) The convexity of the bond portfolio. (10 marks)