Please answer c) & d). Thanks

Consider a bank with the following balance sheet (M means million): Value Duration of the Asset Convexity of the Asset $550M 4.562 12.026 Assets 5yr bond bought at a yield of 3.4% (lending money) 12yr bond bought at a yield of 4% (lending money) $800M 9.453 53.565 Value Duration of the Liability Convexity of the Liability 1.941 2.384 $300M Liabilities 2yr bond sold at a yield of 2.4% (borrowing money) 4yr bond sold at a yield of 2.8% (borrowing money) $500M 3.759 8.206 a) Calculate the equity (total asset - total liability) to asset ratio of the bank (Hint: equity to asset ratio = total equity/total asset) b) Calculate the duration and convexity of the both asset and liability sides; c) If the interest rates go up by 1%, using the duration and convexity rule to determine the net worth of the bank and the equity to asset ratio; d) In c)'s scenario, to maintain the equity to asset ratio at 40% which is required by the regulation, the bank decides to raise cash (zero duration and zero convexity) from the equity holders. How much cash does the bank need to raise