I am utilizing the duration model to find the expected change in the value of the RSAs and RSL$$s$,$ if the interest rate increases by $50$ basis points. The original interest rate is $4\mathrm{.}67\%.$ The new interest rate is $5\mathrm{.}17\%.$ The leverage adjusted duration gap is $2\mathrm{.}39.$ The duration of RSA$$s is $7\mathrm{.}157.$ The duration of RSL$$s is $1\mathrm{.}1595.$ The value of RSA$$s is $159,007,000$ and the value of RSL$$s is $64,509,000.$ How can I find the expected change in value for both RSA$$s and RSL$$s$?$