Can you please show me how to do this by hand without a financial calculator

A financial institution has assets of $1 million invested in 30-year, 10 percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at 9.94 years. It has liabilities of $900,000 financed through a two-year, 7.25 percent semiannual coupon note selling at par. a. Calculate the leverage-adjusted duration gap of the financial institution.