Can someone answer these three questions below with details? thanks!

(Short Answers) 9. A bank has 89M in deposits with a duration of 1 year and 5M in equity. Its assets have a duration of 3.2 years. What is its leverage-adjusted duration gap? 10. A bank has $100M in assets, which are funded with $93M of deposits. The bank has no other liabilities. What is its capital as a percentage of assets (expressed as %). 11. Assume that investors expect inflation of 3% over the next five years. If the required return on a five year Treasury bond is 2.15%, what is the coupon on a newly issued par value 5 year Treasury? (expressed as %)