Consider the following. a. Calculate the leverage-adjusted duration gap of an FI that has assets of $1.5 million invested in 25-year, 13 percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at 9.99 years. It has liabilities of $950,000 financed through a two-year, 8.60 percent semiannual coupon note selling at par. b. What is the impact on equity values if all interest rates fall 25 basis pointsthat is, R/(1 + R/2) = 0.0025? (For all requirements, do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.16))