a. Using the data for Last Bank and Trust given above calculate the banks DGAP. (10 points) Note the 3-year loan duration is given, but you will need to calculate the asset and liability durations of the others using the same assumption used in class and with exhibits 8.1 and 8.2. That is: assume that all assets and liabilities with maturities of 1 year or less are zero coupon, hence their duration equals their maturity. All assets and liabilities with maturities greater than one year trade at par with an annual coupon rate equal to its stated rate. b. Specifically, what does this DGAP mean about the bank's interest rate risk position? That is, will the economic