Question: Hints: Weighted average duration of assets or liabilities = ( M a r k e t V a l u e D u r a

Hints:
Weighted average duration of assets or liabilities =(MarketValueDuration)(MarketValue)
Duration Gap = Duration of Assets -(Liabilities)(Assets)* Duration of liabilities
% Change in Net Worth Duration Gap)* Change in interest rate
 Hints: Weighted average duration of assets or liabilities =(MarketValueDuration)(MarketValue) Duration Gap

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