Duration is an index to measure the sensitivity of an asset or portfolio to changes in market interest rates. In the calculation, (Macaulay) duration is the weighted average of cash flow over time, so the longer the duration, the more sensitive the asset or portfolio is to the change of interest rate. Only the concepts of interest rate change and time are involved here.

The impact of buying government bonds on the term of portfolio is uncertain. If it is a short-term national debt, it may shorten the overall duration of the portfolio; If it is a long-term national debt, it may increase the overall duration of the portfolio, or it may keep the portfolio duration unchanged. Therefore, the impact on the term of the portfolio is uncertain.

I'm not sure about the second one, so I won't guess.