Calculating and using duration gap

State Banks balance sheet is listed below. Market yields and durations (in years) are in parenthesis, and amounts are in millions.

Assets		Liabilities and equity
Cash	$20	Demand deposits	$250
Interbank lending (5.05%, 0.02)	150	Savings accounts (4.5%, 0.50)	360
T-notes (5.25%, 0.22)	300	CDs (4.3%, 0.48)	715
T-bonds (7.50%, 7.55)	200	CDs (6%, 4.45)	1105
Consumer loans (6%, 2.50)	900	Interbank borrowings (5%, 0.02)	515
Business loans (5.8%, 6.58)	475	Commercial paper (5.05%, 0.45)	400
Fixed-rate mortgages (7.85%, 19.50)	1200	Subordinated debt:Fixed-rate (7.25%, 6.65)	200
Variable-rate mortgages, repriced @ quarter (6.3%, 0.25)	580
Premises and equipment	120	Total liabilities	$3545
		Equity	400
Total assets	$3945	Total liabilities and equity	$3945

a) What is State Banks duration gap?

b) Use these duration values to calculate the expected change in the value of the assets and liabilities of State Bank for the predicted increase of 1.5 per cent in interest rates.

c) What is the change in equity value forecasted from the duration values for the predicted increase in interest rates of 1.5 per cent?

Reference is needed for the formula. Can you please put the answer in the table where it needed? Thank you!