a. Calculate the leverage-adjusted duration gap of an Fl that has assets on $1 million invested in 30-year, 8 percent semiannual coupon Treasury Bonds selling at par and whose duration has been estimated at 9.94 years. It has liabilities of $900,000 finances through a two-year, 5 percent semiannual coupon note selling at par. b. What is the impact on equity values if all interest rates fall 20 basis-points-that is, AR/(1+R/2) = -0.0020