$1.$ use these duration values to calculate the expected change in the value of the assets and liabilities of state bank for a predicted decrease of $0\mathrm{.}35$ percent in interest rates on assets and $0\mathrm{.}50$ percents on liabilities

$2.$ What is the change in equity value forecasted from the duration values for decrease of $0\mathrm{.}35$ percent in interest rates on assets and $0\mathrm{.}50$ percent on liabilities?

$3.$ Use the duration gap model to calculate the change in equity value if the relative change in all market interest rates is a decrease of $50$ basis points.