hello, using the data from the first picture, please answer question from the second picture. Please show all work and formulas used!

Use the following to answer questions 1-19. ($ million) Liabilities: 1 year Certificates of Deposit $ 825m 5 year Bonds 70m Bank of Baruch Assets: 91 day US Treasury bills $ 150m 2 year commercial loans $ 75m Fixed rate, 9% p.a. annually 10 year corporate loans-floating rate: LIBOR+50bp, semiannual roll date $ 505m 10 year floating rate mortgages quarterly roll dates $ 600m Overnight Fed Funds 91-day Commercial Paper Equity 100m 270m 65m Notes: Commercial paper is a pure discount instrument. The 5 year bonds pay 8.5% p.a. semiannually with a yield of 7.5% p.a. and have a duration of 4.2 years. The 1 year Certificates of Deposit pay 2.75% p.a. annually. All values are market values. 1651 .1638 1.00 What is the convexity of the 2 year commercial loans assuming they are selling at par and have annual coupon payments? (+) a. 5.67 5 4604 b. 22.68 +1.0912 + 1638 d. 1.95 e. 2.0 c. 3.85 2 -5.4604 5.262 5.6242 (2+1),al24 1+1.091 1.008