Allright Insurance Has Total Assets of $140 Million Consisting of $50

Allright Insurance has total assets of $140 million consisting of $50 million in 2-year, 6 percent Treasury notes and $90 million in 10-year, 7.2 percent fixed-rate Baa bonds.These assets are funded by $100 million 5-year, 5 percent fixed rate GICs and equity. The duration of the T-notes, Baa bonds, and GICs is 1.93 years, 6.9 years, and 4.5 years respectively.What is the leverage-adjusted duration gap for Allright?

A) 1.99 years.
B) 5.13 years.
C) 0.63 years.
D) 1.91 years.
E) 1.0 year.