Please calculate the duration and convexity of both the assets and liability sides? please show the working out clearly.

Consider a bank with the following balance sheet (M means million): Assets Value Duration of the Asset $550M Convexity of the Asset 12.026 4.562 5yr bond bought at a yield of 3.4% (lending money) 12yr bond bought at a yield of 4% (lending money) $800M 9.453 53.565 Value Duration of the Liability Convexity of the Liability 1.941 2.384 $300M Liabilities 2yr bond sold at a yield of 2.4% (borrowing money) 4yr bond sold at a yield of 2.8% (borrowing money) $500M 3.759 8.206