solve a question above Assume that the ABC National Bank has the following...

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solve a question above

Assume that the ABC National Bank has the following structure of assets and liabilities: a. What is the maturity gap of the bank? b. Assuming that floating rate business loans are 20 percent as volatile as treasury bills, that federal funds are 200 percent as volatile as treasury bills, and that variable rate liabilities other than federal funds purchased are 10 percent as volatile as treasury bills, what is the standardized gap? c. Does the standardized gap suggest a different conclusion about interest rate risk

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