Consder the following. a. Calculate the feverage-adjusted duration gap of an Fi that has assets of $1 inillion livested in 30 year, to percent seanianinuat coupon Treasury bonds selling at par and whose duration has been estimated at 9.94 years it has liabitities of 5900.000 financed through a two yeat, 7.25 percent semiannual coupon note selling at par b. What is the impact on equity values if all interest rates fali 20 basis points-that is. R(1+R()=0.0020 ? (For all requirements, do not round Intermediote calculotions. Round your bnswers to 2 decimal pioces. (e.9.32.10))