A bond fund manager is holding a $$250$ million bond portfolio with a modified duration of $19\mathrm{.}5$ and a convexity of $93.$ The manager considers a parallel shift in the yield curve. Compute the new bond portfolio dollar value under the following two cases. Keep $4$ decimal places in millions, e$.$g$.,$ $$5\mathrm{.}1234$ million. Show all work and final answers.

The yield curve shifts up by $15$ basis points.

The yield curve shifts down by $20$ basis points.