A bank's assets are invested in 28-year U.S treasury securities of $1.5 million selling at par and paying 12% semiannual coupon. The duration of the security has estimated to be 10 years. The bank's liabilities are financed through $820,000 note selling at par with a maturity of 2 years and coupon paying semi-annually at the rate of 5%. Determine the leverage adjusted duration gap. What will be the effect on the net worth of the bank if all the interest rates fall by 200 basis points. Answer choices: Leverage adjusted duration gap - 1.42 years, Net worth will increase by $208,310.20 Leverage adjusted duration gap - 7.95 years, Net worth will increase by $238,380.61 Leverage adjusted duration gap - 2.12 years, Net worth will increase by $128,480.34 Leverage adjusted duration gap - 5.62 years, Net worth will increase by $118,230.61 11:061