The following balance sheet information is available (amounts in $ thousands and duration in years) for a financial institution: Treasury bonds are 2-year maturities paying 6 percent semiannually and selling at par. a. What is the duration of the T-bond portfolio? b. What is the average duration of all the assets? c. What is the average duration of all the liabilities? d. What is the leverage-adjusted duration gap? e. What is the forecasted impact on the market value of equity caused by a relative upward shift in the entire yield curve of 0.5 percent [ i.e., R/(1+R)=0.0050] ? The following balance sheet information is available (amounts in $ thousands and duration in years) for a financial institution: Treasury bonds are 2-year maturities paying 6 percent semiannually and selling at par. a. What is the duration of the T-bond portfolio? b. What is the average duration of all the assets? c. What is the average duration of all the liabilities? d. What is the leverage-adjusted duration gap? e. What is the forecasted impact on the market value of equity caused by a relative upward shift in the entire yield curve of 0.5 percent [ i.e., R/(1+R)=0.0050]