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A bank has $100 million of investment grade bonds with aduration of 9.0 years. This bank also has $500 million ofcommercial loans with a duration of 5.0 years. This bank has $300million of consumer loans with a duration of 2.0 years. This bankhas deposits of $600 million with a duration of 1.0 year andnon-deposit borrowings of $100 million with an average durationof.25 years. What is this bank's duration gap? These are all of theassets and liabilities this bank has
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