Question: (Do not include units in your answer. Include negative sign if necessary.) Pacific Bank has the following balance sheet. Market yields and durations (in years)

(Do not include units in your answer. Include
(Do not include units in your answer. Include negative sign if necessary.) Pacific Bank has the following balance sheet. Market yields and durations (in years) are in parenthesis and amounts are in millions. Assets Liabilities Cash 20 Demand deposits 30 Interbank lending (5.05%, 0.03 years) 140 Savings accounts (4.5%, 0.5 years} 470 Consumer loans (6%,, 2.2 years) 90 Subordinated debt (7.25%, 0.47 years} 420 Fixed rate mortgages (7.85%, 19.5 years) 550 Total liabilities 600 Shareholders' equity 200 Total Assets 800 Total liabilities and equity 800 What is Pacific Bank's duration gap? (Give your answer to two decimal places. Do not include the unit "years" in your answer.)

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