An FI has assets of $$1\mathrm{.}6$ million invested in $30-$year, $14$ percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at $10\mathrm{.}00$ years. It has liabilities of $$960,000$ financed through a two$-$year, $8\mathrm{.}50$ percent semiannual coupon note selling at par, duration $1\mathrm{.}88$ years. Change in equity values if all interest rates fall $20$ basis points is