Question: Please Help with this Question. Calculate x. Assets Vj Dj Liabilities Vj Dj Cash 5 0.0 Deposits 40 3.2 Loans 40 1.5 CDs 20 0.8

Please Help with this Question. Calculate x.
Please Help with this Question. Calculate x. Assets Vj Dj Liabilities Vj

Assets Vj Dj Liabilities Vj Dj Cash 5 0.0 Deposits 40 3.2 Loans 40 1.5 CDs 20 0.8 Mortgages 40 6.0 Debt 30 1.7 Securities 15 3.8 Equity capital 10 Total 100 Total 100 tk 1 2 50 99 100 CF(tk) x X X X 1000 + x Macaulay duration is equal to 10. The zero-coupon interest rates follow: Rate1 = 0.5%, Rate2 = 1%, Rate50 = 4%, and Rate99 and Rate100 = 5%. Assets Vj Dj Liabilities Vj Dj Cash 5 0.0 Deposits 40 3.2 Loans 40 1.5 CDs 20 0.8 Mortgages 40 6.0 Debt 30 1.7 Securities 15 3.8 Equity capital 10 Total 100 Total 100 tk 1 2 50 99 100 CF(tk) x X X X 1000 + x Macaulay duration is equal to 10. The zero-coupon interest rates follow: Rate1 = 0.5%, Rate2 = 1%, Rate50 = 4%, and Rate99 and Rate100 = 5%

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