Question: Distinguish between duration analysis and duration gap analysis. Consider a change in rates from 10% to 9%. DURa = 4 years, DUR L =2.5 years;

Distinguish between duration analysis and duration gap analysis. Consider a change in rates from 10% to 9%. DURa = 4 years, DUR L =2.5 years; Value of assets = Taka 110M, Value of L = Taka 100M. Given these information show the impact of changes of interest on the net worth of the bank.

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