Bond Finance Assingment Help With Solution
1. You have a discount bond with a time to maturity of one year. The market price of this instrument is 97%. You want the model price to match it while you build you yield curve with ED futures; the contracts price as follows: 1st = 99, 2nd = 98, 4th =97. What is the price of the third contract?
2. Two bonds A and B have the same yield to maturity. A prices at 99 while B prices at 102. Which one has the higher coupon?
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3. I give you a flat yield curve from 0 to 4 years: 2%. You have a five year swap contract that pays annually and want to use it to extend the curve to 5 years. How low can the swap par rate go before forward between 4 and 5 years goes negative?
4. You are a risk manager that needs to hedge the IR risk on a portfolio of bonds. Your hedging instruments are futures and swaps. Discuss how you would go about mitigating sensitivity to changes in the interest rates. You may consider either bucketing the risk or using a holistic approach where you look at dollar duration for the entire portfolio. I suggest you use one of the course calculators to build a curve than price a portfolio of bonds than compute key rate sensitivities. Portfolio duration is the sum of component durations.
5. The bonds we discussed in class have positive convexity. What does a bond need to have in order for convexity to be negative? Do you know of such instruments?
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