Consider the following a. Calculate the leverage-adjusted duration gap of an FI that has assets of $3.0 million invested in 30 -year, 10 percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at 10.14 years. It has liabilities of $1,100,000 financed through a two-year, 8.25 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 calculations. Round your answers to 2 decimal places. (e.g., 32.16))