Blue Moon National Bank holds assets and liabilities whose average durations and dollar amounts are as shown

Question:

Blue Moon National Bank holds assets and liabilities whose average durations and dollar amounts are as shown in this table:

What is the weighted average duration of Blue Moon€™s asset portfolio and liability portfolio? What is the leverage-adjusted durationgap?

Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...