kindly also help with the excel sheet if you can.

and give accurate calcualtions.

Bank has been given new banking licence. They have done very good business for the first 2 years. Their abridged balance sheet is given below: Asset Time to Amount in Interest Liabilities Time to Amount (in Interest maturity Rs. mill) rate maturity Rs. mill) rate (Years) (Years) Cash 0.00 250 0.00 Current deposits 0.00 100 0.00 Mortgage loans 5.00 500 10.00 Term deposits 1.00 600 6.00 Personal Loans 3.00 250 12.00 Long term 3.00 300 6.50 deposits Fixed Assets 200 Total Liabilities 1000 Total 1200 Equity Capital 200 a. Estimate the Duration of each assets and liabilities b. Estimate the leverage adjusted Duration gap c. What will be the impact of 100 basis points increase on the Net worth position of the bank