I am not getting ans for Part D, E, F please help me to rectify error

Consider the following balance sheet (in millions) for an Fl Assets Duration = 10 years Liabilities $860 90 $950 Duration-2 years Equity a. What is the FI's duration gap? (Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g., 32.16)) Duration gap 8.19 years b. What is the FI's interest rate risk exposure? The FI would be hurt by increasing interest rates c. How can the FI use futures and forward contracts to create a macrohedge? futures or forward The Fl could hedge its interest rate risk by selling contracts. d. What is the impact on the FI's equity value if the relative change in interest rates is an increase of 1 percent? That is,AR(1 + R) = 0.01. (Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer in dollars not in millions.) Impact on the FI's equity value 77800 e. Suppose that the Fl in part (c) macrohedges using Treasury bond futures that are currently priced at 96 What is the change in value per futures contract used to hedge if the relative change in all interest rates is an increase of 1 percent? That is, R/(1 + R-001. Assume that the deliverable Treasury bond has a duration of nine years. The bonds underlying the futures contract have a par value of $100,000. (Negative amount should be indicated by a minus sign. Enter your answer in dollars not in millions.) Change in value per futures contract 8640 ) f. If the FI wants to macrohedge, how many Treasury bond futures contracts does it need? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round down your answer to the nearest whole number.) Number of Treasury bond