Please answer question C5

Consider a bond portfolio worth $50mil with DV01 equal to $10,000 and dollar convexity equal to $400mil. (a) Assume that the yield curve moves up by fifty basis points. What is the new value of your bond portfolio? (b) The following bonds are available for trading: How do you immunize the portfolio? What is the new value of the immunized portfolio if the yield curve moves up by fifty basis points