How to quantify the risk when credit spread widens? Can you help me with the questions below? Thx

5. The fixed income portfolio has a market value of $800,000,000, duration of 6 years, BBB, YTM = 5%. If the Re Ay = +75 bps, quantify the risk. Propose a conceptual hedge. 6. The fixed income portfolio has a market value of $800,000,000, duration of 6 years, BBB, YTM = 5%. If the credit is downgraded to BB from BBB and the credit spread widens by 45 bps, quantify the risk. Propose a conceptual hedge. 5. The fixed income portfolio has a market value of $800,000,000, duration of 6 years, BBB, YTM = 5%. If the Re Ay = +75 bps, quantify the risk. Propose a conceptual hedge. 6. The fixed income portfolio has a market value of $800,000,000, duration of 6 years, BBB, YTM = 5%. If the credit is downgraded to BB from BBB and the credit spread widens by 45 bps, quantify the risk. Propose a conceptual hedge