Consider the following.

Calculate the leverage$-$adjusted duration gap of an FI that has assets of $$2\mathrm{.}9$ million invested in $25-$year, $13$ percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at $10\mathrm{.}13$ years. It has liabilities of $$1,090,000$ financed through a two$-$year, $8\mathrm{.}00$ percent semiannual coupon note selling at par.

What is the impact on equity values if all interest rates fall $10$ basis points$$that is$,\backslash$Delta R $-$: $(1+$ R $-$: $2)=0\mathrm{.}0010?$

Note: For all requirements, do not round intermediate calculations. Round your answers to $2$ decimal places. $($e$.$g$.,32\mathrm{.}16)$