Please supply more detail and how to calculate YTMThe new PV

An insurance company has invested in the following fixed-income securities: (a) $10,000,000 of five-year Treasury notes paying 5 percent interest and selling at par value, (b) $5,800,000 of 10-year bonds paying 7 percent interest with a par value of $6,000,000, and (c) $6,200,000 of 20-year subordinated debentures paying 9 percent interest with a par value of $6,000,000.

If interest rates change so that the yields on all of the securities decrease 1 percent, how does the weighted-average maturity of the portfolio change?