Question: Find the Present Value of Bonds A & B . Find the MACd Modified duration of Bonds A & B . If Interest rates change

Find the Present Value of Bonds A & B. Find the MACd Modified duration of Bonds A & B. If Interest rates change by -1.5%, how much will the value of Bond A change (%)? Find the Weighted Average Duration of Assets anf Liabilities, as well as the Duration Gap, and EVE. If bank management wanted to immunize their interest rate risk, what should be the duration of bank assets or bank liabilities?
Find the Present Value of Bonds A & B. Find the

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