A bank's six-month rate-sensitive gap is $14.5 million. By how much would the bank's annual NII change,

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A bank's six-month rate-sensitive gap is $14.5 million. By how much would the bank's annual NII change, in $ million, to the nearest $0.001 million.

If interest rates change by (-2.41)% in six months?

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Financial Markets and Institutions

ISBN: 978-0077861667

6th edition

Authors: Anthony Saunders, Marcia Cornett

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Posted Date: Apr 01, 2023 12:55 AM

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A bank's six-month rate-sensitive gap is $14.5 million. By how much would the bank's annual NII change,

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Financial Markets and Institutions

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