Question 4 (10 points) Imagine that you are the portfolio manager holding three of the 12 Salmon bonds, all selling to yield 10% and pay coupons every year, (A) 10% coupon rate and 5-year, (B) 8% and 15-year, and (C) 14% and 30-year. You allocated $3 million to A, $6 million to B, and $2 million to C. What's the portfolio exposure to a one-basis point movement or the impact of one-basis points to the portfolio value? [Here, your answer in the text should explain the steps you follow to solve this question, and the Appendix includes a table for all bond cash flows]