answer it asap please. Thank you so much

3. Given are the information about total assets, total liabilities, and average durations for both assets and liabilities. Average Average Interest Rate Duration of Composition of Interest Rate Duration of Composition Market Attached to Each Category Liabilities and Market Attached to Each Liability of Assets Value of Each Category of Assets Equity Capital Value of Each Liability Category (uses of funds) Assets of Assets fin years) (sources of funds) Liabilities Category (in years) U.S. Treasury securities $ 90 10.00% 7.490 Negotiable CDs $100 6.00% 1.943 Municipal bonds 20 6.00 1.500 Other time deposits 125 7.20 2.750 Commercial loans 100 12.00 0.600 Subordinated notes 50 9.00 3918 Consumer loans 50 15.00 1.200 Total liabilities 275 Real estate loans 13.00 2.250 Stockholders 25 equity capital Average Average in Years in Years Total $300 3047 Total $300 2.669 40 a) Find leverage-adjusted duration gap. Give management interpretation of duration gap. (Hint: Page #244] b) Suppose interest rates on both assets and liabilities rise from 5% to 9%. Then, what will be change in institution's net worth? c) Suppose interest rates on both assets and liabilities fall from 15% to 7%. Then, what will be change in institution's net worth