Essay On Total Return Analysis

Bond Total Return Analysis Part 2: Managing Bond Portfolios (Total Return Analysis)Details of the US Treasury bond (912828M7) selected:Maturity                        =        11/30/17Term                                =        30 YearsDate of Settlement (one-year horizon)        =        11/30/16Yield (as on 11/30/16), Y1        =        0.891%Bond Value (as on 11/30/16), BV1                =        $99.997Current Date                        =        10/02/17Yield (as on 10/02/17), Y2        =        0.969%Bond Value (as on 10/02/17), BV2                =        $99.985Frequency of coupon payment                =        Semi-annualDay count convention                =        Actual/365Face Value                        =        $100Coupon Rate                        =        0.875%Note – It has been assumed.