A bank has average asset duration of 47 years and an, Ask an Expert

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A bank has average asset duration of 4.7 years and an average liability duration of 3.3 years. This bank has $750 million in total assets and $500 million in total liabilities. This bank has:

A) positive duration gap of 8.0 years.

B) A negative duration gap of 2.5 years.

C) A positive duration gap of 1.4 years.

D) A positive duration gap of 2.5 years.

E) None of the above.

WORK PROBLEM OUT PLEASE

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M91590561

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