Its updated bank balance sheet in the first year of business operations is presented below. The fixed-rate mortgages on the balance sheet are with maturity T=5 years, par (face) value of $40, and 14% interest (annual). Any principals are paid fully at maturity T. The time deposits are with maturity T=2 years, par (face) value of $165, and earn 6% per annum to deposit holders. Given the information from question 3, assume that the bank analyst is using a duration gap of 0.5 under a certain scenario: a. Estimate the change in market value of equity if there is a relative increase in all interest rates by 3.5% percent. b. Estimate the change in market value of equity if there is a relative decrease in all interest rates by 0.75%. Its updated bank balance sheet in the first year of business operations is presented below. The fixed-rate mortgages on the balance sheet are with maturity T=5 years, par (face) value of $40, and 14% interest (annual). Any principals are paid fully at maturity T. The time deposits are with maturity T=2 years, par (face) value of $165, and earn 6% per annum to deposit holders. Given the information from question 3, assume that the bank analyst is using a duration gap of 0.5 under a certain scenario: a. Estimate the change in market value of equity if there is a relative increase in all interest rates by 3.5% percent. b. Estimate the change in market value of equity if there is a relative decrease in all interest rates by 0.75%