Please make final answer clear additional information:

Duration of all assets(Da)= 6.547years

Duration of all liabilities(DL)=0.8989years

Leverage adjusted duration gap= 5.8592

Assume the same information [Question Set 2] as in the previous question. What is the forecasted impact on the market value of equity (E) caused by a relative upward shift in the entire yield curve of 0.5 percent [i.e., y/(1+y)=0.0050] ? $89,206.32 $759,603 $89,206.32 $759,603 The following balance sheet information is available (amounts in thousands of dollars and duration in years) for a financial institution: Treasury bonds are five-year maturities paying 6 percent semiannually and selling at par. By applying the Macaulay duration formula, we get the duration of the T-bond portfolio equals 4.3931 years