Hope Bank's balance sheet is such that the duration of assets $($DA$)$ is $4$ years, the duration of liabilities $($DL$)$ is $2\mathrm{.}5$ years, the leverage ratio $($i$.$e$.,$ k$)$ is $0\mathrm{.}8,$ and the market value of assets is $6550$ million. The market interest rates are expected to increase from $7$ to $8$ percent $($i$.$e$.,+1\%)$ over the next $6$ months.First request. Using the duration gap formula, calculate the expected loss from the interest rate increase $($assume that the interest rate for both assets and liabilities is the same, i$.$e$.,7\%).$Second request: Also, assume a swaps contract where the duration of a current $10-$year, fixed rate T$-$bond with the same coupon as the fixed rate on the swap is $5\mathrm{.}5$ years, while the duration of a floating$-$rate bond that reprices annually $($floating rate on the swap$)$ is one year. If each swap contract is $$100,000$ in size, how many swaps contracts should Hope Bank buy or sell to macrohedge its balance sheet from interest rate risk?