Please solve it fast ASAP with all requirements i already posted but i did not get it any answers please i need

A. Briefly explain the following concepts relating to bond portfolio management. i. Duration. ii. Convexity. iii. Immunisation. B. Illustrate your answer to A. above with the calculation of the duration and convexity of a bond with a face value of $1,000, term to maturity of 3 years, a coupon rate of 6% per annum, payable yearly, and a yield to maturity of 4% per annum. [NOTE: As a by-product of these calculations, you should calculate the current market price of the bond, which price should be used as a base or starting point to your answers required in C. i. and C. ii. below.] C. Calculate the expected price of the bond described in B. above, if the yield to maturity fell immediately to 3% per annum, by each of the following 3 methods. i. The duration adjustment method. ii. The duration-with-convexity adjustment method. iii. The present value of future cash flows method. D. Which of the methods listed in C. above is most accurate? Why? E. Explain how a pension fund can use zero-coupon bonds to immunize its obligation to pay out $10 million a year in pensions in perpetuity, if the forecast long-term interest / discount rate is 5% a year forever.