Duration (Years) Rate 6. Using the information shown below, calculate the bank's duration gap. Liabilities Market Duration and Market Assets Value Rate (Years) Equity Value Time Cash $ 150 Deposits $ 500 Loans $ 675 10% 2.50 CDs $ 400 T-Bonds $ 175 5% 5.00 Equity $ 100 Total $ 1,000 $ 1,000 GAGA 4% 6% 1.25 3.00 a. 0.53 b. 0.73 C. 0.91 d. 2.03 e. 4.58