[ORDER SOLUTION] Australian Commonwealth Government Securities

Assessment 2 is an individual project. Each student will choose a set of four Australian Commonwealth Government Securities (not the indexed bond). Collect the key characteristics of each of the bonds (coupon rate, maturity date) and bond yield data as at the end of June 2020 (last working day of the month) and the end of December 2020 (last working day of the month). RBA website ) 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: (17 Marks)A. Calculate the dirty price, clean price, modified duration and modified convexity of the Government bonds at the end of June 2020 and the end of December 2020. Discuss your results. (6 marks)B. Calculate the holding period return over the period from the end of June 2020 to the end of December 2020 in each bond. Discuss your results. (4 marks)C. Calculate the modified duration and modified convexity for an equally-weighted portfolio of the four bonds at both dates. Estimate the holding period return for the portfolio over the six months between the two dates. Report on your findings. Compare and contrast the return and volatility of the portfolio and the separate bonds at both dates. Discuss your results. (7 marks)Part 2: (18 Marks)A. Use all available Government bond data to construct and present a yield curve, spot curve and forward curve as at the end of June 2020 and the end of December 2020 (i.e. not just the four bonds in your portfolio, all bonds from table f16 except the indexed bonds). Estimate the spot curve and forward curve for 5 years. Present and discuss your findings. (7 marks)B. Review the yield, spot, and forward curves’ predictive ability with a comprehensive reference to the relevant academic literature. Discuss the curves that you have estimated in Part 2 (A) regarding this literature. Consider the current COVID-19 pandemic issue. Does the June 2020 forward curve appear to predict the six-month spot rates in December 2020? Comment. (11 marks)

Struggling to find relevant content or pressed for time? – Don’t worry, we have a team of professionals to help you on
[ORDER SOLUTION] Australian Commonwealth Government Securities
Get a 15% Discount on this Paper
Order Now
Calculate the price
Make an order in advance and get the best price
Pages (550 words)
$0.00
*Price with a welcome 15% discount applied.
Pro tip: If you want to save more money and pay the lowest price, you need to set a more extended deadline.
We know how difficult it is to be a student these days. That's why our prices are one of the most affordable on the market, and there are no hidden fees.

Instead, we offer bonuses, discounts, and free services to make your experience outstanding.
Sign up, place your order, and leave the rest to our professional paper writers in less than 2 minutes.
step 1
Upload assignment instructions
Fill out the order form and provide paper details. You can even attach screenshots or add additional instructions later. If something is not clear or missing, the writer will contact you for clarification.
s
Get personalized services with MyCoursebay
One writer for all your papers
You can select one writer for all your papers. This option enhances the consistency in the quality of your assignments. Select your preferred writer from the list of writers who have handledf your previous assignments
Same paper from different writers
Are you ordering the same assignment for a friend? You can get the same paper from different writers. The goal is to produce 100% unique and original papers
Copy of sources used
Our homework writers will provide you with copies of sources used on your request. Just add the option when plaing your order
What our partners say about us
We appreciate every review and are always looking for ways to grow. See what other students think about our do my paper service.
Human Resources Management (HRM)
Thanks.
Customer 452701, August 1st, 2023
Social Work and Human Services
Great Work!
Customer 452587, October 13th, 2021
Business and administrative studies
Perfect as always!
Customer 452909, April 15th, 2023
Accounting
Thanks for your support
Customer 452701, February 3rd, 2022
Other
OK
Customer 452813, July 3rd, 2022
Nursing
Excellent work!! Thanks again!
Customer 452707, October 14th, 2022
Human Resources Management (HRM)
Thank you so much.
Customer 452701, August 31st, 2023
Human Resources Management (HRM)
Thanks
Customer 452701, August 22nd, 2023
Social Work and Human Services
Great Work!
Customer 452587, August 31st, 2021
Psychology
Thanks so very much. The paper is well-researched and adequately referenced. You have been of great help during the pandemic!
Customer 452467, January 31st, 2021
Criminal Justice
Thank you for the great paper. I like how the writer structured it.
Customer 452627, October 2nd, 2021
Social Work and Human Services
Excellent Work
Customer 452587, November 22nd, 2021
OUR GIFT TO YOU
15% OFF your first order
Use a coupon FIRST15 and enjoy expert help with any task at the most affordable price.
Claim my 15% OFF Order in Chat

Good News ! We now help with PROCTORED EXAM. Chat with a support agent for more information