Posted: May 16th, 2016

What is the level of interest rate risk in your portfolio, as measured by:  Portfolio Modified Duration and convexity at the commencement of trading

With respect to your trading portfolio:
1. Report on your Portfolio composition in Market Value Terms and Face
Value Terms:
 At the commencement of trading
 After Dealing Session 2 by using dealing file I attached
2. What is the level of interest rate risk in your portfolio, as measured by:
 Portfolio Modified Duration and convexity at the commencement of
trading
 Portfolio Modified Duration and Convexity after Dealing Session 2
3. How has the interest rate risk profile of your portfolio changed? What are
the implications for your portfolio in the current yield curve environment?
4. Comment on whether you achieved your set objectives with regard to
interest rate risk:
 If you achieved your objective, what trading actions/strategy
contributed to your success? To answer write yes we are achieved our objective and write why depending by dealing
 If you did not achieve your objective, what would you do differently?
 Was your trading consistent with the market view developed in Part 2?
C. (2 marks)
Compare and contrast your performance from one dealing session to another.
Discuss what you could do to improve future dealing sessions. What lessons
did you learn and how did you perform as a team? In this part just rewrite the same thing in sample assignment I attached but look out of the pilgrims last thing just please upload the appendix in Separate fil