a. Calculate the leverage-adjusted duration gap of an Fl that has assets of $2.7 million invested in 30-year, 12 percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at 10.11 years. It has liabilities of $1,070,000 financed through a two-year, 7.00 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? (For all requirements, do not round intermediate calculations. Round your answers to 2 decimal places. (0.9., 32.16) Leveraged adjusted duration gap Change in net worth using leveraged adjusted duration gap years b