duration 0-1 duration 1-3 duration >3-5 Treasury Bills, 99% 99% 98% Notes, Bonds, Floating Rate Notes, AAA-A rated - 98% 98% 97% Bonds BBB rated 91% 90% 87% Bonds Bank x plans to use two investments it has to obtain discount window loan: has 100 million 6 month T-bills and 100 million BBB rated - 10 year bond (hint you need to figure out what the duartion for each of the assets to use correc %), the max amount it can borrow from central bank is million Numeric Response