Help me with all the sub questions

The Friendly Finance Company has the following balance sheet: Q4: The manager of the Friendly Finance Company calculates the rate-sensitive assets to be equal to the $5 million of securities with maturities less than one year plus the $50 million of consumer loans with maturities of less than one year, for a total of $55 million of rate-sensitive assets. The manager then calculates the rate-sensitive liabilities to be equal to the $40 million of commercial paper, all of which has a maturity of less than one year, plus the $3 million of bank loans maturing in less than a year, for a total of $43 million. Calculate the income gap for the Friendly Finance Company. Q5: Based on the Q4, calculate the effect on income if interest rates rise by 1%. Q6: Like the bank manager, the manager of the Friendly Finance Company is also interested in what happens to the market value of the net worth of the company when interest rates rise by 1%. So the manager calculates the weighted duration of each item in the balance sheet, adds them up as in Table 2 , and obtains a duration for the assets of 1.16 years and for the liabilities, 2.77 years. Calculate the duration gap for the Friendly Finance Company. What is the change in the market value of net worth as a percentage of assets if interest rates rise from 10% to 11%