Everything else is correct, I just need help with the last two equations e2 and e3

Notes to the balance sheet: Currently, the fed funds rate is 9.8 percent. Variable-rate loans are priced at 4 percent over LIBOR (currently at 11 percent). Fixed-rate loans are selling at par and have five-year maturities with 12 percent interest paid annually. Assume that fixed rate loans are non-amortizing. Core deposits are all fixed rate for two years at 8 percent paid annually. Euro CDs currently yield 9 percent.

ons) Assets Liabilities and Equity Cash 43 Core deposits 20 Federal funds 33 Federal funds 63 Loans (floating) Euro CDs 143 118 Loans (fixed 78 Equity 46 Total assets 272 Total liabilities and equity 272 Notes to the balance sheet: Currently, the fed funds rate is 9.8 percent. Variable-rate loans are priced at 4 percent over LIBOR (currently at 11 percent). Fixed-rate loans are selling at par and have five-year maturities with 12 percent interest paid annually. Assume that fixed rate loans are non-amortizing. Core deposits are all fixed rate for two years at 8 percent paid annually. Euro CDs currently yield 9 percent a. What is the duration of Gotbucks Bank's (GBI) fixed-rate loan portfolio if the loans are priced at par? (Do not round intermediate calculations. Round your answer to 3 decimal places. (e.g., 32.161) Duration 4.037 years b. If the average duration of GBI's floating-rate loans (including fed fund assets) is.49 year, what is the duration of the bank's assets? (Note that the duration of cash is zero. (Do not round intermediate calculations. Round your answer to 3 decimal places. (e.g., 32.161) Duration (assets) 1.4299 years c. What is the duration of GBI's core deposits if they are priced at par? (Do not round intermediate calculations. Round your answer to 3 decimal places (e.g., 32.161)) 1.926 years Duration (deposits d. If the duration of GBI's Euro CDs and fed fund liabilities is .414 years, what is the duration of the bank's liabilities? (Do not round intermediate calculations. Round your answer to 4 decimal places. (e.g., 32.1616)) Duration (liabilities 0.548 years e-1. What is GBI's duration gap? (Do not round intermediate calculations. Round your answer t 4 decimal places. (e.g., 32.1616) Duration gap 9746 years e-2. What is the expected change in equity value if all yields increase by 100 basis points? (Enter your answer in dollars not in millions. Negative amount should be indicated by a minus sign. Do not round intermediate calculations.) Expected change in equity value s e-3. Given the equity change in e-2. what is the expected new market value of equity after the interest rate change? (Enter your answer in dollars not in millions. Negative amount should be indicated by a minus sign. Do not round intermediate calculations.) New market value