Calculate the change in the market value of assets and liabilities when the average duration of assets

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Calculate the change in the market value of assets and liabilities when the average duration of assets is 3.60, the average duration of liabilities 0.88, and interest rates increase from 5% to 5.5%.

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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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Calculate the change in the market value of assets and liabilities when the average duration of assets

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Financial Markets And Institutions

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