[Question Set 3] The following balance sheet information is available (amounts in millions of dollars and duration in years) for a financial institution: Asset Cash T-bills T-bonds Loans Total Liabilities and Equity Deposits Federal funds CDs Equity Total 4.3333 years O 4.0690 years 3.3 years Amount O 0.7038 years $30 80 80 100 290 40 70 150 30 290 (1) What is the average duration of all the assets (DA)? Please use your intermediate numbers to be at least 4 decimals. Duration 0.0 0.5 5.5 7.0 2.0 0.4 0.5 Question 20 Assume the same information [Question Set 3] as in the previous question. What is the average duration of all the liabilities (DL)? 0.6310 years 0.7038 years 0.7250 years 0.9667 years 1 pts Question 21 Assume the same information [Question Set 3] as in the previous question. What is the leverage-adjusted duration gap? 3.2023 years 3.5032 years 3.4379 years 0.8802 years 1 pts Question 22 Assume the same information [Question Set 3] as in the previous question. What is the forecasted impact on the market value of equity (AE) caused by a relative upward shift in the entire yield curve of 0.5 percent [i.e., Ay/(1+y) = 0.005]? $4,984,955 $5,079,640 -$5,079,640 1 pts -$4,984,955