Assets Liabilities Amount Amount Duration (Years) Duration (Years) 1.0 5.5 Cash $1,000 $2,000 Deposits CDs $3,000 $9,000 4.0% 6.0% Treasury Bills 4.0% 3.0 8.0% 3.0 Loans Total $10,000 $13,000 Equity Total $1,000 $13,000 Calculate the following (Be clear and concise and show all calculations for full credit): 1. The duration gap of the bank. (5 points) 2. Calculate the percentage and dollar change in the value of equity if all interest rates increase by 200 basis points. (5 points)