Consider the following.

a$.$ Calculate the leverage$-$adjusted duration gap of an $FI$ that has assets of $$2\mathrm{.}3$ million invested in $30-$year, $9$ percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at $10\mathrm{.}07$ years. It has liabilities of $$1,030,000$ financed through a two$-$year, $6\mathrm{.}00$ percent semiannual coupon note selling at par with a duration of $1\mathrm{.}9143.$

b$.$ What is the impact on equity values if all interest rates fall $10$ basis points$-$that is$,\frac{R}{1+\frac{R}{2}}=-0\mathrm{.}0010?$

$($For all requirements, do not round intermediate calculations. Round your answers to $2$ decimal places. $($e$.$g$.,32\mathrm{.}16$