please provide the steps of calculation

Consider a bank with the following balance sheet (M means million): Duration of the Asset Convexity of the Asset Assets Value Syr bond bought at a yield of 3.4% $550M (lending money) 12yr bond bought at a yield of 4% $800M (lending money) 4.562 12.026 9.453 53.565 Value $300M Duration of the Liability Convexity of the Liability 1.941 2.384 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 a) Calculate the equity (total asset-total liability) to asset ratio of the bank (Hint: equity to asset ratio = total equity/total asset) (2 marks) b) Calculate the duration and convexity of the both asset and liability sides; (8 marks) c) If the interest rates go up by 1%, using the duration and convexity rule to determine the net worth of the bank and the equity to asset ratio; (10 marks) d) In c)'s scenario, to maintain the equity to asset ratio at 40% which is required by the regulation, the bank decides to raise cash (zero duration and zero convexity) from the equity holders. How much cash does the bank need to raise? (10 marks)