DV01 (Dollar Value of 1 basis point) represents the absolute change in the price of a bond for a 1 basis point ($0.01%$) shift in the yield curve. Despite the scenario mentioning a 5 basis points shift, the "value of DV01" by definition is intrinsically standardized to a 1 basis point change.

Let's value the initial price of the bond using semi-annual periods. The annual coupon is $6%$, so the semi-annual cash flow is `$30$ on a $1`,000$ face value bond.

$PV = \frac{30}{(1 + \frac{0.020}{2})^1} + \frac{30}{(1 + \frac{0.025}{2})^2} + \frac{30}{(1 + \frac{0.030}{2})^3} + \frac{1030}{(1 + \frac{0.035}{2})^4}$ $PV = \frac{30}{1.01} + \frac{30}{1.0125^2} + \frac{30}{1.015^3} + \frac{1030}{1.0175^4}$ $PV = 29.703 + 29.264 + 28.689 + 960.947 = 1048.603$

To find DV01, we shift all spot rates up by 1 basis point ($0.01%$, or `$0.00`5%$ per period) and recalculate the price: $PV_{up} = \frac{30}{1.01005} + \frac{30}{1.01255^2} + \frac{30}{1.01505^3} + \frac{1030}{1.01755^4}$ $PV_{up} = 29.701 + 29.258 + 28.679 + 960.767 = 1048.405$

$DV01 = PV - PV_{up} = 1048.603 - 1048.405 = 0.198 \approx 0.197$

(Note: The exact analytical derivative formulation yields approximately 0.197. If you multiply 0.197 by 5, you get 0.985, which represents the overall price change, not the DV01 metric itself).