Consider the following. a. Calculate the leverage-adjusted duration gap of an FI that has assets of $1.3 million invested in 30 -year, 11 percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at 9.97 years. It has liabilities of $930,000 financed through a two-year, 8.00 percent semiannual coupon note selling at par. b. What is the impact on equity values if all interest rates fall 30 basis points-that is, R/(1+R/2)=0.0030 ? (For all requirements, do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.16))