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Calculate portfolio yield composed of the entire bond in Texas utilities,

17 / 01 / 2019 Research Papers

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1.Calculate portfolio yield composed of the entire bond in Texas utilities, Transamerica, United… 1 answer below » 1.Calculate portfolio yield composed of the entire bond in Texas utilities, Transamerica, United airline, and Litton Industry. Assume the four bonds respectively have maturity of 4, 5, 6 and 7 years .To calculate portfolio yield you need to estimate price of each bond assuming respective yield, coupon in the exhibit with the maturity that is given. Use the total market value as an input in excel. Use the cashflows from the entire bond portfolio for 7 period as your input into IRR. 2. Calulate the terminal value of the above portfolio assuming the proceeds from the portolio is invested at 3, 4 View complete question » 1.Calculate portfolio yield composed of the entire bond in Texas utilities, Transamerica, United airline, and Litton Industry. Assume the four bonds respectively have maturity of 4, 5, 6 and 7 years .To calculate portfolio yield you need to estimate price of each bond assuming respective yield, coupon in the exhibit with the maturity that is given. Use the total market value as an input in excel. Use the cashflows from the entire bond portfolio for 7 period as your input into IRR. 2. Calulate the terminal value of the above portfolio assuming the proceeds from the portolio is invested at 3, 4. and 4.5 percent. Additional Requirements Level of Detail: Show all work Other Requirements: Please show your work in excel. Thanks! Document Preview: Bond Portfolio

Issuer Coupon
% Maturity YTM
% Modified Duration
(Year) DV01
$ Par Amount
(million) Full Price
(000) S&P
Credit Rate Treasury 6.5 2/15/10 4.55 6.56 50,109.87 67 76,387 Treasury 5.625 5/15/08 4.64 5.48 54,121.57 92 98,762 Treasury 5 8/15/11 4.57 7.77 203,838.95 84 87,192 Treasury Sector 6.56 172,095.69 262,341 Time Warner Enterprise 8.18 8/15/07 5.47 4.72 44,231.12 82 93,710 BBB+ Texas Utilities 6.375 1/1/08 6.19 5.06 15,523.06 30 30,678 BBB Rockwell International 6.15 1/15/08 6.04 5.13 26,735.52 52 52,837 A Transamerica Corporation 9.375 3/1/08 6.34 4.93 8,600.38 15 17,445 AA- Coastal Corporation 6.5 6/1/08 6.76 5.25 15,830.32 30 30,153 BBB United Airlines 6.831 9/1/08 5.99 5.51 22,011.89 38 39,949 A- Burlington Northern Santa Fe 7.34 9/24/08 5.67 5.36 1,817.04 3 3,390 A+ News America Holding 7.375 10/17/08 6.56 5.34 17,243.92 30 32,292 BBB- Litton Industries 8 10/15/09 6.70 5.81 38,830.55 60 66,834 BBB- America Standard Inc. 7.625 2/15/10 7.59 6.10 25,212.52 41 41,332 BB+ Caterpillar Inc. 9.375 8/15/11 6.01 6.79 18,759.41 A+ Corporate Sector 5.39 235,137.67 436,248 Portfolio 5.83 402,030.38 698,589

Source: Bloomberg Financial

1 41,332 BB+ Caterpillar Inc. 9.375 8/15/11 6.01 6.79 18,759.41 A+ Corporate Sector 5.39 235,137.67 436,248 Portfolio 5.83 402,030.38 698,589

Source: Bloomberg Financial

ury 5.625 5/15/08 4.64 5.48 54,121.57 92 98,762 Treasury 5 8/15/11 4.57 7.77 203,838.95 84 87,192 Treasury Sector 6.56 172,095.69 262,341 Time Warner Enterprise 8.18 8/15/07 5.47 4.72 44,231.12 82 93,710 BBB+ Texas Utilities 6.375 1/1/08 6.19 5.06 15,523.06 30 30,678 BBB Rockwell International 6.15 1/15/08 6.04 5.13 26,735.52 52 52,837 A Transamerica Corporation 9.375 3/1/08 6.34 4.93 8,600.38 15 17,445 AA- Coastal Corporation 6.5 6/1/08 6.76 5.25 15,830.32 30 30,153 BBB United… Attachments: Q-Attachment.doc View less » Aug 01 2015 05:42 PM


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