Can I please get help with part E, F and G ONLY!!!

Consider the following bonds: Bond A Bond B Maturity 15 years 11 years Coupon rate 10% 5% Par value $1000 $1 000 Assume the current term structure is at at 12% pa. a. [2 marks] In the context of a bond portfolio, what is duration? Why is it important? b. [5 marks] Calculate the duration of each of the bonds above. c. [2 marks] In the context of a bond portfolio, what is convexity? Why is it important? d. [5 marks] Determine a measure of convexity for each of the bonds above. The following result may be useful: \":31 k2 k _ (11.2 + 2n 1)a:'\"'+2 + (2n2 2n 1):c\"+1 R233\" + :32 + a: (1' 33l3 ' e. [2 marks] What is meant by the term 'horizon rate of return?' Why is this a useful measure of future investment performance? f. [3 marks] Suppose you have a defensive strategy, and that you want to immunise the investor who has bought the above bonds. What is each bond's horizon rate of return at a horizon equal to duration if interest rates jump from 12% to either 10% or 14% immediately after buying each of the bonds? g. [3 marks] Consider now an active style of management, whereby your horizon is one year only. Again, what is each bond's horizon rate of return at a horizon equal to one year if interest rates keep jumping from 12% to either 10% or 14%? h. [1 mark] In conclusion, which bond would you choose