You manage a portfolio consisting of the following bonds: Bond Face Value Price Coupon Rate Time until Maturity A $15 million 99.5 5.0% 12 years B $25 million 101.25 7.5% 7 years C $10 million 104 8.3% 4 years 1. Calculate the market value of your portfolio. 2. Calculate the duration of the portfolio. 3. If interest rates go up by 10 basis points (for all maturities), what is the percentage change in price for the portfolio? 4. Calculate the convexity measure for Bond A. 5. If Bond A yield increases by 150bps (remember, 150bps = 1.5%), what is that is the estimated change in yield given your duration and convexity previously calculated?