bond yield data | My Assignment Tutor

ssessment 2Specification BAFI1065 – Semester 1, 2021 (35%) (Maximum of 12 pages submitted, not including appendices) Due: Friday 14thMay, 11:59 pm (the end of Week 10) Assessment 2 is an individual project. Each student will choose a set of fourAustralianCommonwealth Government Securities (not the indexed bond). Collect the keycharacteristics of each of the bonds (coupon rate, maturity date) and bond yield data as at theend of June 2020 (last working day of the month) and the end of December 2020 (lastworking 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 lookingfor – 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 ofthe Government bonds at the end of June 2020 andthe 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

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