A. Calculate the leverage-adjusted duration gap of an FI that has assets of $2.0 million invested in 30-year, 10 percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at 10.04 years. It has liabilities of $980,000 financed through a two-year, 8.50 percent semiannual coupon note selling at par. b. What is the impact on equity values if all interest rates fall 20 basis pointsthat is, R/(1 + R/2) = 0.0020?