Bfi Assignment
Submitted by: Submitted by phapsubatluong
Views: 78
Words: 1181
Pages: 5
Category: Business and Industry
Date Submitted: 04/28/2014 11:40 AM
1. Using an Excel chart, draw the yield curve for Commonwealth Government Securities as at your Valuation Date.
Assume that today is 17 April 2014, all valuations are to be done as at that date.
|Maturity Date |Yield (%) |Coupon Rate (%) |
|15-Jun-14 |2,515 |6,25 |
|21-Oct-14 |2,505 |4,50 |
|15-Apr-15 |2,580 |6,25 |
|21-Oct-15 |2,645 |4,75 |
|15-Jun-16 |2,770 |4,75 |
|15-Feb-17 |2,920 |6,00 |
|21-Jul-17 |3,035 |4,25 |
|21-Jan-18 |3,135 |5,50 |
|21-Oct-18 |3,285 |3,25 |
|15-Mar-19 |3,325 |5,25 |
|15-Apr-20 |3,495 |4,50 |
|15-May-21 |3,650 |5,75 |
|15-Jul-22 |3,790 |5,75 |
|21-Apr-23 |3,860 |5,50 |
|21-Apr-24 |3,960...
