Question: Part 2: Problems 1. The average durations and dollar amounts of assets and liabilities held in Savings Bank are shown as the below: What is

Part 2: Problems 1. The average durations and dollar amounts of assets and liabilities held in Savings Bank are shown as the below: What is the weighted average duration of Savings Bank's asset portfolio? What is the weighted average duration of Savings Bank's liability portfolio? What is the leverage-adjusted duration gap? (2.4 points)

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