Fredericks Finance Assingment Help With Solution

Fredericks Finance Assingment Help With Solution


1. As an analyst for the prominent Fixed Income Investment management firm Fredericks and
Sons, you are asked by the Senior Partner to model the yield curve. He would like you to show
the current Zero Coupon Yield Curve as it is now and how it will be in 18 months.
In 18 months he says the short-end of the yield curve will be at least 250 basis points higher, and
will taper off as maturities increase. The 250 basis points higher reflects the firm’s opinion that
the Fed will start increasing rates during the summer and continue through til the end of next
He says he is missing data and would like you to fill-in the data using coupon paying yield curve
to extrapolate the zero coupon yield curve. Additionally, he has provided adjustment factors to
use to project the yield curve in 18 months.


How it Works

How It works ?

Step 1:- Click on Submit your Assignment here or shown in left side corner of every page and fill the quotation form with all the details. In the comment section, please mention product code mentioned in end of every Q&A Page. You can also send us your details through our email id with product code in the email body. Product code is essential to locate your questions so please mentioned that in your email or submit your quotes form comment section.
Step 2:- While filling submit your quotes form please fill all details like deadline date, expected budget, topic , your comments in addition to product code . The date is asked to provide deadline.
Step 3:- Once we received your assignments through submit your quotes form or email, we will review the Questions and notify our price through our email id. Kindly ensure that our email id and must not go into your spam folders. We request you to provide your expected budget as it will help us in negotiating with our experts.
Step 4:- Once you agreed with our price, kindly pay by clicking on Pay Now and please ensure that while entering your credit card details for making payment, it must be done correctly and address should be your credit card billing address. You can also request for invoice to our live chat representatives.
Step 5:- Once we received the payment we will notify through our email and will deliver the Q&A solution through mail as per agreed upon deadline.
Step 6:-You can also call us in our phone no. as given in the top of the home page or chat with our customer service representatives by clicking on chat now given in the bottom right corner.


Features for Assignment Help

Zero Plagiarism
We believe in providing no plagiarism work to the students. All are our works are unique and we provide Free Plagiarism report too on requests.


We believe in providing perfect, relevant and 100% accurate solutions to the student as per questions asked. All our experts are perfect in providing that so as to give unique experience to the students.


Three Stage Quality Check
We are the only service providers boasting of providing original, relevant and accurate solutions. Our three stage quality process help students to get perfect solutions.



100% Confidential
All our works are kept as confidential as we respect the integrity and privacy of our clients.

Related Services


a. Using the technique we learned in class called “Bootstrapping”, and the data provided,
determine the yields for the current zero coupon yield curve.
b. Plot the yield curve on a line graph, clearly labeling the yields at the specific maturities.
c. Add the adjustment factors to the yields you have calculated.
d. Using the same graph, plot the expected yield curve as you expect it to be in 18 months.
e. In more than 3 words, and less than a full page, describe how the shape of the yield curve
has changed, and interpret what the yield curve is saying.
2. Using the data from the hedging example reviewed in class, change the interest rate scenarios
to an increase of 150 basis points and a decrease of 175 basis points. Also change the desired
amount of hedging to first 100 percent hedged and then to 25 percent hedged. In other words,
you want ∆V to be 0% and 75%.
Therefore you need to calculate hedging for two interest rate scenarios at two different target
hedges or a total of four (4) scenarios.
a. What were the gains, losses and net for your long, short, and total positions?
b. Were you successful in obtaining the targeted participation?
c. What is the key point to remember when hedging?

Product Code :Fin281

To get answer for this question, kindly click here (Note: Don’t forget to write the product code in comment section)

You can also email us at but please mentioned product code in the mail body while sending emails.You can browse more questions to get answer in our Q&A sections here.