Can you help me with part a,b,c of the following question? Thank you so much.

You manage a $500M portfolio with the duration 6.187 yrs. You have this: ZB, T-bond $100,000 par value 30 year ZB, 30-year Treasury bond ($3,850, $3,500). ZB duration = 5 years. How many contracts are needed to decrease the duration to negative 2.00? What is the margin requirement? a. Calculate the impact to the portfolio if the interest rate rises 1%. b. Calculate the impact to the futures if the interest rate rises by 1%. [using -2 duration] c. Calculate the impact to portfolio if the market rises by 1%. [using -2 duration] d. Does a +b=c? You manage a $500M portfolio with the duration 6.187 yrs. You have this: ZB, T-bond $100,000 par value 30 year ZB, 30-year Treasury bond ($3,850, $3,500). ZB duration = 5 years. How many contracts are needed to decrease the duration to negative 2.00? What is the margin requirement? a. Calculate the impact to the portfolio if the interest rate rises 1%. b. Calculate the impact to the futures if the interest rate rises by 1%. [using -2 duration] c. Calculate the impact to portfolio if the market rises by 1%. [using -2 duration] d. Does a +b=c