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Assets $ Cash Fed funds $(1\mathrm{.}05\%,0\mathrm{.}02)$ T$-$bills $(5\mathrm{.}25\%,0\mathrm{.}22)$ T$-$bonds $(7\mathrm{.}50\%,7\mathrm{.}55)20150300200$ Liabilities and Equity Demand deposits MMDAS $(2\mathrm{.}5\%,0\mathrm{.}50)($no minimum balance requirement$)$ CDs $(4\mathrm{.}3\%,0,48)$ $ $250360715263$ Part Two Measuring Risk Assets Consumer loans $(6\%,2\mathrm{.}50)$ Commercial and industrial $($C&I$)$ loans $(5\mathrm{.}8\%,658)$ Fixed$-$rate morigages $(7\mathrm{.}85\%,19\mathrm{.}50)$ Veriable$-$rate morigages. repriceo $8$ quarter $(6\mathrm{.}3\%,0\mathrm{.}25)$ Premses and equ pment Total assets $9004751\mathrm{.}200580120$ $$3,945$ Liabilities and Equity COs $(6\%6,4\mathrm{.}45)$ Fad funds $(1\%0\mathrm{.}02)$ Commercial paper $(35,0\mathrm{.}45)$ Subordinated debt Fixed rate $(7\mathrm{.}25\%,6\mathrm{.}65)$Total rebiltes Equity Total rabilties anc equily $1\mathrm{.}105515400200$ $$3,545400$ $$3\mathrm{.}945$ li

a$.$ What is State Bank's duration gap?

b$.$ Use these duration values to calculate the expected change in the value of the assets and tabilities of State Bank fon a predicted increase of $1,5$ percent in interest rates

c$.$ What is the change in equity value forecasted from the duration values for a predicted increase in interest rates of $1,5$ percent?