Question: QUESTION 6 First Duration, a secunities dealer, has a leverage-adjusted duration gap of 1.21 years, $50 million in assets, 7 percent equity to assets ratio,

QUESTION 6 First Duration, a secunities dealer, has a leverage-adjusted duration gap of 1.21 years, $50 million in assets, 7 percent equity to assets ratio, and market rates are 8 percent What is the impact on the dealer's market value of equity per $100 of assets if the change in all intorest rates is an increase of 0 5 percent ie AR -05 percent +$336,111 -$0606 0$336,111 O +50.605 ( -$363000

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