Given the estimates of duration in Problem 21, how should the bank alter the duration of its

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Given the estimates of duration in Problem 21, how should the bank alter the duration of its assets to immunize its net worth from interest-rate risk?

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Financial Markets And Institutions

ISBN: 978-0132136839

7th Edition

Authors: Frederic S. Mishkin, Stanley G. Eakins

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Question Posted: Nov 12, 2012 01:15 AM

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Given the estimates of duration in Problem 21, how should the bank alter the duration of its

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Financial Markets And Institutions

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