I need help with questions 2,3, and 4. Thank you!

Consider the following two banks and this original scenario. Bank 1 has assets composed solely of a 10-year, 12 percent coupon, $1 million loan with a 12 percent yield to maturity. It is financed with a 10-year, 10 percent coupon, $1 million CD with a 10 percent yield to maturity (YTM). Bank 2 has assets composed solely of a 7-year, 12 percent yield to maturity, zero-coupon bond with a current value of $894,006.20 and a maturity value of $1,976,362.88. It is financed with a 10-year, 8.275 percent coupon, $1,000,000 face value CD with a yield to maturity of 10 percent. All securities except the zero-coupon bond pay interest annually. (0) If interest rates rise by 1 percent (100 basis points), compute the new market values (prices) of each fixed-income security, using the new YTMs, ie, compute the actual price volatility (APV). Using the duration-based Implied Price Volatility (IPV) formula, compute the price changes for each bank's assets and liabilities, in response to a 1 percent change in interest rates, from the original scenario. Bank 1 New MVA: New MVU: New Net Worth Bank 2 New MVA: New MVE: New Net Worth (iii) Repeat step () using a 10 percent increase in interest rates, from the original scenario. Bank 1 Old MVA: Old MV: Old Net Worth: New MVA: New MVL: New Net Worth Bank 2 Old MVA: Old MV: Old Net Worth: New MVA: New MV: New Net Worth (iv) Repeat step (iii) for a 10 percent rise in interest rates, from the original scenario. Bank 1 New MVA: New MVA: New Net Worth Bank 2 New MVA: New MV: New Net Worth Cates) Focus Consider the following two banks and this original scenario. Bank 1 has assets composed solely of a 10-year, 12 percent coupon, $1 million loan with a 12 percent yield to maturity. It is financed with a 10-year, 10 percent coupon, $1 million CD with a 10 percent yield to maturity (YTM). Bank 2 has assets composed solely of a 7-year, 12 percent yield to maturity, zero-coupon bond with a current value of $894,006.20 and a maturity value of $1,976,362.88. It is financed with a 10-year, 8.275 percent coupon, $1,000,000 face value CD with a yield to maturity of 10 percent. All securities except the zero-coupon bond pay interest annually. (0) If interest rates rise by 1 percent (100 basis points), compute the new market values (prices) of each fixed-income security, using the new YTMs, ie, compute the actual price volatility (APV). Using the duration-based Implied Price Volatility (IPV) formula, compute the price changes for each bank's assets and liabilities, in response to a 1 percent change in interest rates, from the original scenario. Bank 1 New MVA: New MVU: New Net Worth Bank 2 New MVA: New MVE: New Net Worth (iii) Repeat step () using a 10 percent increase in interest rates, from the original scenario. Bank 1 Old MVA: Old MV: Old Net Worth: New MVA: New MVL: New Net Worth Bank 2 Old MVA: Old MV: Old Net Worth: New MVA: New MV: New Net Worth (iv) Repeat step (iii) for a 10 percent rise in interest rates, from the original scenario. Bank 1 New MVA: New MVA: New Net Worth Bank 2 New MVA: New MV: New Net Worth Cates) Focus