Market Value Duration Liabilities and Market Value Duration Assets 000s Rate (Years) Cash $ 1,250 Equity...

Transcribed Image Text:

Market Value Duration Liabilities and Market Value Duration Assets 000s Rate (Years) Cash $ 1,250 Equity DDA Depposits 000s Rate (Years) $ 2,125 1.35% 1.15 Consumer Loans (4-year variable rate) $ 1,950 4.50% 3.85 Time Deposits $ 1,650 2.45% 2.55 Consumer Loans (3-year variable rate) Bonds A Bonds B Commercial Loans (5-year variable rate) SSS 2,395 3.75% 2.75 CD's $ 2,195 4.25% 3.95 2,655 4.25% 4.55 MMDAS $ 2,050 2.75% 2.55 756 5.75% 4.48 $ 831 4.75% 3.73 Equity $ 1,817 Total $ 9,837 19.366 $ 9,837 10.200 RSA $ 8,587 RSL $ 8,020 Face Value Term (yrs) Coupon % Frequency Current % Bond A: $ 1,000 5 5.75% Bond B $ 1,000 4 4.75% Annual Annual 5.95% 5.25% What is the present value of Bond A? $756.13 Bond B: $830.58 Market Value Duration Liabilities and Market Value Duration Assets 000s Rate (Years) Cash $ 1,250 Equity DDA Depposits 000s Rate (Years) $ 2,125 1.35% 1.15 Consumer Loans (4-year variable rate) $ 1,950 4.50% 3.85 Time Deposits $ 1,650 2.45% 2.55 Consumer Loans (3-year variable rate) Bonds A Bonds B Commercial Loans (5-year variable rate) SSS 2,395 3.75% 2.75 CD's $ 2,195 4.25% 3.95 2,655 4.25% 4.55 MMDAS $ 2,050 2.75% 2.55 756 5.75% 4.48 $ 831 4.75% 3.73 Equity $ 1,817 Total $ 9,837 19.366 $ 9,837 10.200 RSA $ 8,587 RSL $ 8,020 Face Value Term (yrs) Coupon % Frequency Current % Bond A: $ 1,000 5 5.75% Bond B $ 1,000 4 4.75% Annual Annual 5.95% 5.25% What is the present value of Bond A? $756.13 Bond B: $830.58