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  1. business
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  3. 3 the following balance sheet information is avail

3 The following balance sheet information is available amounts in thousands of dollars and duration...

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Accounting

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3 The following balance sheet information is available amounts in thousands of dollars and duration in years) for a financial institution Assets Amount Duration T-bills $90 0.5000 T-notes 55 0.9000 T-bonds 176 4.3931 Liabilities and Equity Amount Duration Loans 2,7247 0000 Deposits 2,092 1.0000 Federal funds 238 0.0100 Equity 715 a b. c d. What is the average duration of all the assets? What is the average duration of all the liabilities? What is the leverage adjusted duration gap? What is the forecasted impact on the market value of equity caused by a relative upward shift in the entire yield curve of 0.5 percent [i ... ARA1+R)=0.0050

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