The duration of the assets is 4, the duration of the liabilities is 5. The size of
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The duration of the assets is 4, the duration of the liabilities is 5. The size of the assets is 100 and the capital ratio (E/A) is 20%. Calculate the leverage adjusted duration gap.
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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