Question: Question 21 1 pts A bank has an average duration for its asset portfolio of 5.5 years. The bank has total assets of $1,000

Question 21 1 pts A bank has an average duration for its

Question 21 1 pts A bank has an average duration for its asset portfolio of 5.5 years. The bank has total assets of $1,000 million and total liabilities of $750 million. If this bank's leverage-adjusted duration gap is zero, what must be the duration of its liabilities portfolio? 5.5 years 7.33 years O 7.5 years O 4.125 years

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