s of 1. Use the following market value balance sheet information to answer the following questions. Assets Cash C&I Loans Mortgage loans Amount Duration $50 mil 0 $200 mil 1.25 years $250 mil 7.00 years $500 mil Liab&NW Amount 1-yr CD $300 mil 6-yr CD $150 mil $50 mil $500 mil Duration 1 year 5 years NW a. (5 points) What is the duration of the bank's total assets? b. (5 points) What is the duration of the bank's liabilities? c. (5 points) What is the bank's leverage-adjusted duration gap? d. (5 points) Now the interest rate is 5%. If next year the interest rate shifts upward 25 basis points (i.e., 0.25%), what is the impact on the FI's market value of equity