Please provide a step by step way of solving this problem with formulas or the financial calculator, NOT excel. Thank you.

8a). Calculate the leverage-adjusted duration gap of an FI that has assets of $1 million invested in 30- year, 10 percent semiannual coupon Treasury bonds selling at par and whose duration has been estimated at 9.94 years. It has liabilities of $900,000 financed through a two-year, 7.25 percent semiannual coupon note selling at par.

8b). What is the impact on equity values is all interest rates fall 20 basis points that is, change in R / (1 +R/2) = -0.0020?