Using the information provided in the screen shot attached please answer the following questions in part $1$ and part $2$:

Part $1$:

What is the modified duration of Bond A$?$

What is the modified duration of Bond B$?$

What is the value of the rate$-$sensitive assets?

What is the value of the rate$-$sensitive liabilities?

What is the bank's gap $($static gap, not duration gap$)?$

What is the bank's net interest income?

What is the bank's net interest margin?

If interest rates decrease by $2\%,$ what will be the new net interest margin?

If interest rates increase by $1\mathrm{.}5\%,$ what will be the new net interest margin?

Part $2$:

What is the weighted average duration of assets?

What is the weighted average duration of liabilities?

What is the bank's duration gap?

What is the weighted average return on assets?

What is the weighted average return on liabilities?

Assuming a $1\%$ increase in interest rates, what will be the change in EVE?

What is the value of the asset portion?

What is the value of the liability portion?

What is the market value of the futures $($ENTER AS AN ABSOLUTE NUMBER$)?$

How many contracts will the bank execute $($enter as an absolute number$)?$

What is the net impact of the $3-$month hedge?