Consider the following. a. Calculate the leverage-adjusted duration gap of an FI that has assets of $2.6 million invested in 25-year, 11 percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at 10.10 years. It has liabilities of $1,060,000 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 10 basis pointsthat is, R/(1 + R/2) = 0.0010? (For all requirements, do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.16))