The durations of the assets and liabilities are 1.397 years and 0.5535 years, respectively. The debt/equity ratio is 10. What is the leveraged adjusted duration gap (LADG)? With an equity of $20 million, what will the new equity value be if the relative change in interest rates is a decrease of 0.5%? What variables are available for immunization?

The durations of the assets and liabilities are 1.397 years and 0.5535 years, respectively. The debt/equity ratio is 10. What is the leveraged adjusted duration gap (LADG)? With an equity of $20 million, what will the new equity value be if the relative change in interest rates is a decrease of 0.5%? What variables are available for immunization?