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  3. bank has $30b in assets and $25b in liabilities, d

Bank has $30B in assets and $25B in liabilities, duration gap is .0505 with a...

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Finance

Bank has $30B in assets and $25B in liabilities, duration gap is .0505 with a 4.5% interest rate. How much would the value of the bank change in assets and liabilities if interest rates rise from 4.5% to 5%? New duration gap would be .124062

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