Business
Business, 18.03.2021 23:40, javonteoshamccaliste

19. A bank has $100 million of investment grade bonds with a duration of 9.0 years. This bank also has $500 million of commercial loans with a duration of 5.0 years. This bank has $300 million of consumer loans with a duration of 2.0 years. This bank has deposits of $600 million with a duration of 1.0 year and non-deposit borrowings of $100 million with an average duration of .25 years. What is this bank's duration gap

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19. A bank has $100 million of investment grade bonds with a duration of 9.0 years. This bank also h...

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