Consider the following. 0. Calculate the leverage-adjusted duration gap of an F that has assets of $1 milion 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 b. What is the impact on equity values if all interest rates fall 20 basis points that is, R/(1+R/2)=0.0020 ? (For all requirements, do not round intermediate colculations. Round your answers to 2 decimal ploces. (e.g., 32.16))