Consider the following. a. Calculate the leverage-adjusted duration gap of an Fl that has assets of $1.7 million invested in 25-year, 10 percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at 10.01 years. It has liabilities of $970,000 financed through a two-year, 9.00 percent semiannual coupon note selling at par. b. What is the impact on equity values if all interest rates fall 25 basis points-that is, AR/(1 + R/2) = -0.0025? (For all requirements, do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.16)) years a. Leveraged adjusted duration gap b. Change in net worth using leveraged adjusted duration gap