Could you help me with questions (4)-(6)? Thank you

Exercise 1.2 - Swaps Assume the risk-free rates and discount curve calculate Exercise 1a (Piecewise constant). You have a swap with the following characteristics: - Receive 3% fixed and pay float - Fixed and Float pay semi-annual - 10-year maturity - Notional is $1,000,000 (1) What is the value of the swap? What is the par swap rate? What is the swap value if all risk-free rates are 1% higher? What is the duration of the fixed side of the swap? (5) What is the par forward starting swap rate for a swap starting in 5 years for 10 -years (510) ? 6) What is the duration of the fixed side of the forward starting swap? Exercise 1.2 - Swaps Assume the risk-free rates and discount curve calculate Exercise 1a (Piecewise constant). You have a swap with the following characteristics: - Receive 3% fixed and pay float - Fixed and Float pay semi-annual - 10-year maturity - Notional is $1,000,000 (1) What is the value of the swap? What is the par swap rate? What is the swap value if all risk-free rates are 1% higher? What is the duration of the fixed side of the swap? (5) What is the par forward starting swap rate for a swap starting in 5 years for 10 -years (510) ? 6) What is the duration of the fixed side of the forward starting swap