a. Calculate the leverage-adjusted duration gap of an FI that has assets of $2.1 million invested in 30-year, 9 percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at 10.05 years. It has liabilities of $1,010,000 financed through a two-year, 6.00 percent semiannual coupon note selling at par. b. What is the impact on equity values if all interest rates fall 25 basis pointsthat is, R/(1 + R/2) = 0.0025?