Please answer questions a-d. Thanks!

Chapter 9: Inerest Rate Risk II (1+nyyPP)=D P=D[1+nyy]P c. Use these duration values to calculate the expected change in the value of the assets and liabilities of State Bank for a predicted increase of 1.5 percent in interest rates. Here, Changes in y( i.e., y)=1.5% increase d. What is the change in equity value forecasted from the duration values for a predicted increase in interest rates of 1.5 percent? TIPs for c \& d: Use P formular above