Question: Question 8 2.5 pts The two-year Treasury notes are zero coupon assets. Interest payments on all other assets and liabilities occur at maturity. Assume 360

Question 8 2.5 pts The two-year Treasury notes are zero coupon assets. Interest payments on all other assets and liabilities occur at maturity. Assume 360 days in a year. Assets: Liabilities: $ 200 million 30-day Treasury bills $ 680 million 90-day repos $ 300 million 90-day Treasury bills $ 320 million 270-day commercial paper $ 550 million 2-year Treasury notes $ 200 million equity $ 150 million 180-day municipal notes What is the duration of the liabilities portfolio

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