Im stuck in it. Please help me

Ms. Kim can buy or sell default-free bonds at the following prices per $100 face value on 15 October 2017. Bond Maturity Date Coupon Rate Price Duration A ? 100:00 Yield to Maturity 3.78% ? unknown 5 ? 15 Oct 2022 15 Oct 2022 15 Oct 2022 15 Oct 2037 B 0% 10% unknown 0% 0 100:00 47:08 D ? ? Coupon rates and yields to maturity are expressed as an annualized percentage rate compounded semiannually. Coupons are paid semiannually. A price of xxx : yy is (xXx + yy/32)% of face value. Ms. Kim puts together the following portfolio today: - Sells short bond A, a total face value of $1,920,000. - Invests $1,194,050 in bond C. - Buys bond D, a total face value of $842,400. a) Fill in all of the blanks (?") in the table or note that they are not computable. b) Calculate the total cost of Ms. Kim's portfolio today. c) Compute the Macaulay duration and modified duration of Ms. Kim's assets. d) Compute the Macaulay duration and modified duration of Ms. Kim's liabilities. e) Discuss Ms. Kim's overall exposure to interest rate risk. How would different types of movements in the term structure of yields affect her portfolio? Ms. Kim can buy or sell default-free bonds at the following prices per $100 face value on 15 October 2017. Bond Maturity Date Coupon Rate Price Duration A ? 100:00 Yield to Maturity 3.78% ? unknown 5 ? 15 Oct 2022 15 Oct 2022 15 Oct 2022 15 Oct 2037 B 0% 10% unknown 0% 0 100:00 47:08 D ? ? Coupon rates and yields to maturity are expressed as an annualized percentage rate compounded semiannually. Coupons are paid semiannually. A price of xxx : yy is (xXx + yy/32)% of face value. Ms. Kim puts together the following portfolio today: - Sells short bond A, a total face value of $1,920,000. - Invests $1,194,050 in bond C. - Buys bond D, a total face value of $842,400. a) Fill in all of the blanks (?") in the table or note that they are not computable. b) Calculate the total cost of Ms. Kim's portfolio today. c) Compute the Macaulay duration and modified duration of Ms. Kim's assets. d) Compute the Macaulay duration and modified duration of Ms. Kim's liabilities. e) Discuss Ms. Kim's overall exposure to interest rate risk. How would different types of movements in the term structure of yields affect her portfolio