Bond math

Bond Math: Based on the information provided, what would the estimated gain/(loss) of the bond be for a rate shock of -100BP and +100BP rate change? Duration = 3.68 Convexity = -2.45 Current Book Value of Bond = $5 million Current (Base Case) Market Value of Bond = $6 million - 100BP = $1,111,600, +100BP = $663,300 -100BP = $952,325, +100BP = $453.925 -100BP = $952,850, +100BP - $455,635 -100BP = $1,135,300, +100BP = $325,700 -100BP = $1,053,200, +100BP = $654,400