The begining information is all the info needed to solve the problem. I am looking for the ROE, ROA, etc.

6. Given are the information about total assets, total liabilities, and average durations for both assets and liabilities.

Composition of Assets (Uses of Funds)	Market Value of Assets	Interest Rate Attached to Assets	Average Duration of Assets (in years)	Composition of Liabilities and Equity Capital	Market Value of Liabilities	Interest Rate Attached to Liabilities	Average Duration of Liabilities (in years)
U.S. Treasury Securities	$ 90.00	10.00%	7.4900	Negotiable CDs	100	6.00%	1.943
Municipal Bonds	$ 20.00	6.00%	1.5000	Other time Deposits	125	7.20%	2.750
Commercial Loans	$ 100.00	12.00%	0.6000	Subordinated Notes	50	9.00%	3.918
Consumer Loans	$ 50.00	15.00%	1.2000	Total Liabilities	275
Real Estate Loans	$ 40.00	13.00%	2.2500	Stockholders' Equity Capital	25
Total	$ 300.00		Average in Years 3.047		300		Average in Years 2.669

a) Find leverage-adjusted duration gap. Give management interpretation of duration gap.

b) Suppose interest rates on both assets and liabilities rise from 5% to 9%. Then, what will be change in institutions net worth?

c) Suppose interest rates on both assets and liabilities fall from 15% to 7%. Then, what will be change in institutions net worth?