Question: Given the table above, answer the following questions: 1. What is the duration of the portfolio? 2. Calculate the price value of a basis point

Given the table above, answer the following questions:

1. What is the duration of the portfolio?

2. Calculate the price value of a basis point for this portfolio.

Please Show Work Step-By-Step and Explain! Thank You!

Mkt Value $13,000,000 $8,000,000 $13,000,000 $14,000,000 Par ValueCoupon DurationConvexity $13,500,000 $8,000,000 $14,500,000 $14,000,000 8% 7% 6% 7% 5.75 8.15 7.25 5.29 150 110 280 160

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