A bond portfolio named VEX, comprises four bonds $($face value$=$$$1000)$:

$1)100$ semi$-$annual bond, $5-$year maturity, a coupon rate of $4\%$

$2)200$ annual bonds, $30-$year maturity, $8\%$ coupon bond.

$3)300$ zero coupon bonds, $10-$year maturity.

$4)400$ zero coupon bonds, $20-$year maturity.

$4)$According to the duration$-$price formula with Macaulay$$s duration D$,$ if the yield increases from $6\%$ to $8\%,$ the VEX$$s market value should fall by how much $($$$)?(10\%$ credit$)$

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