Using the DGAP model, if interest rates on assets and liabilities increase such that RA (1 RA ) RL (1 RL ) 0 0075, calculate the change in the value of assets and liabilities and the new value of the assets and liabilities for Bank One

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Question: Using the DGAP model, if interest rates on assets and liabilities increase such that RA / (1 RA ) RL /(1

Using the DGAP model, if interest rates on assets and liabilities increase such that Δ RA /

(1 RA ) Δ RL /(1 RL ) 0.0075, calculate the change in the value of assets and liabilities and the new value of the assets and liabilities for Bank One.

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