I don't know why answers are 1.97, 4.61, 8.35, 14.13. Please show me how to solve.

You have just been given the following bond portfolio: Bond Maturity (yrs) Coupon rate (%) Holdings ($ million) A B D 8.00 10 7.00 7.25 2 5 10 20 10 20 20 7.50 Coupons are paid semi-annually. The current yield curve is flat at 6%. (a) What is duration for each of the bonds in your portfolio? (b) What is the duration of your total portfolio? (e) What is the percentage change in the value of your portfolio if the yield moves up by 20 basis points? (a) Use the formula that T D = CF/(1+y) t x w where we = Bond Price t=1 Durations are 1.97, 4.61, 8.35, 14.13 for A through D, respectively