[ORDER SOLUTION] Australian Commonwealth Government Securities

Author: Client Uploads

September 20th, 2021

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

Get a 15% Discount on this Paper

Order Now

Calculate the price

Make an order in advance and get the best price

Type of paper

Academic level

Deadline

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.

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.

step 2

Relax

Once you place an order with our professional do my paper services, all you need to do is relax as our experts work to impress you with amazing quality and timing for your order!

step 3

Review the final draft

As soon as the paper is ready, we’ll send you a copy via email. You'll also be able to download it from your account and request a revision or rate the work as appropriate.

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)

Thank you so much.

Customer 452701, June 28th, 2023

Social Work and Human Services

Excellent work

Customer 452587, September 4th, 2021

Human Resources Management (HRM)

Thank you for doing such an awesome job.

Customer 452701, June 30th, 2023

Human Resources Management (HRM)

Thanks.

Customer 452701, August 15th, 2023

Human Resources Management (HRM)

Thanks for the paper. Hopefully this one will receive higher than a C and has followed all guidelines.

Customer 452701, November 16th, 2022

Other

great

Customer 452813, July 5th, 2022

Social Work and Human Services

Great Work!

Customer 452587, March 16th, 2022

Other

GOOD

Customer 452813, July 5th, 2022

Social Work and Human Services

Thank You! Great Work!

Customer 452587, September 14th, 2021

Nursing

Thank you to the writer and also thank you to the support team I got an A for the paper

Customer 452635, June 17th, 2022

Other

Great Work!

Customer 452587, March 10th, 2022

Human Resources Management (HRM)

This paper is well -written from what I have read. If there are any instructor concerns, I will advise.

Customer 452701, October 24th, 2023

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

[ORDER SOLUTION] Australian Commonwealth Government Securities

Thank you for choosing MyCoursebay. Your presence is a motivation to us. All papers are written from scratch. Plagiarism is not tolerated. Order now for a 15% discount