Dollar safety margin + old exam questions

Book 4, page 37, it states that “if the YTM suddenly drops to 3.75%, the value of the portfolio will be $541.36 million”. How do they come up with this figure? Also, besides the multiple-choice Mock exam posted on the website, does anyone have any digital versions of multiple-choice practice exams? Thanks

PMT = 500MM * .0475/2 N=10*2 FV = 500MM I/Y = 3.75/2 (the new YTM introduced) PV = CPT = 541,376,014