Q$4.$ What is the leverage$-$adjusted duration gap of Ally Bank? If you utilize the duration model, what is the expected change in the value of the RSAs if the interest rate increases by $50$ basis points? What is the expected change in the value of the RSLs if the interest rate increases by $50$ basis points? What is the expected change in equity value? Compare your answers to this question $($using the duration model$)$ with those to Q$2($using the repricing model$).$