Can you please show me how to find the duration using a financial calculator and implementing it into the duration formula.

A financial institution has assets of $$1$ million invested in $30-$year, $10$ percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at $9\mathrm{.}94$ years. It has liabilities of $$900,000$ financed through a two$-$year, $7\mathrm{.}25$ percent semiannual coupon note selling at par. a$.$ Calculate the leverage$-$adjusted duration gap of the financial institution.