Assets Market Value Duration (Years) Lisbilities and Equity Time Deposits CO Equity Total Rate Market Value Rate Duration (Yean) Cash $200 $550 $350 $1,100 $400 $600 $100 5.00% 1.50 5.00 Loans 10.00N...

Assets<br>Market Value<br>Duration (Years)<br>Lisbilities and<br>Equity<br>Time Deposits<br>CO<br>Equity<br>Total<br>Rate<br>Market Value<br>Rate<br>Duration (Yean)<br>Cash<br>$200<br>$550<br>$350<br>$1,100<br>$400<br>$600<br>$100<br>5.00%<br>1.50<br>5.00<br>Loans<br>10.00N<br>5.00%<br>4.50<br>7.00N<br>T-Bonds<br>8.00<br>Total<br>$1.100<br>What is the bank's duration gap?<br>O 152<br>O 171<br>O 199<br>O 223<br>O 3.05<br>

Extracted text: Assets Market Value Duration (Years) Lisbilities and Equity Time Deposits CO Equity Total Rate Market Value Rate Duration (Yean) Cash $200 $550 $350 $1,100 $400 $600 $100 5.00% 1.50 5.00 Loans 10.00N 5.00% 4.50 7.00N T-Bonds 8.00 Total $1.100 What is the bank's duration gap? O 152 O 171 O 199 O 223 O 3.05

Jun 05, 2022

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Assets Market Value Duration (Years) Lisbilities and Equity Time Deposits CO Equity Total Rate Market Value Rate Duration (Yean) Cash $200 $550 $350 $1,100 $400 $600 $100 5.00% 1.50 5.00 Loans 10.00N...

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