Question: 5. Conduct duration analysis using the following information: a. Calculate the duration gap. b. Estimate the change in economic value of equity (EVE) if all

5. Conduct duration analysis using the following information: a. Calculate the duration gap. b. Estimate the change in economic value of equity (EVE) if all market interest rates fall by an average 1.5%. Assume an average earning asset yield of 9.72% c. Provide a transaction that the bank could implement to lower its interest rate risk

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