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2. The numbers provided by Fourth Bank of Duration are in thousands of dollars. Notes: All Treasury bills have six months until maturity. One-year Treasury notes are priced at par and have a coupon of 7 percent paid semiannually. Treasury bonds have an average duration of 4.5 years and the loan portfolio has a duration of 7 years. Time deposits have a 1year duration and the Fed funds duration is 0.003 years. What is the bank's leverage adjusted duration gap? f the relative change in interest rates is a decrease of 1 percent, calculate the impact on the bank's narket value of equity using the duration approximation. (That is, R/(1+R)=1 percent) 2. The numbers provided by Fourth Bank of Duration are in thousands of dollars. Notes: All Treasury bills have six months until maturity. One-year Treasury notes are priced at par and have a coupon of 7 percent paid semiannually. Treasury bonds have an average duration of 4.5 years and the loan portfolio has a duration of 7 years. Time deposits have a 1year duration and the Fed funds duration is 0.003 years. What is the bank's leverage adjusted duration gap? f the relative change in interest rates is a decrease of 1 percent, calculate the impact on the bank's narket value of equity using the duration approximation. (That is, R/(1+R)=1 percent)