Rate Duration Amount $75 Million $750 Million $175 Million 12 Percent 9 Percent 1.75 Years 7.00 Years Assets Cash Loans Treasuries Liabilities And Equity Time Deposits CDs Equity $350 Million S575 Million $75 Million 7 Percent 8 Percent 1.75 Years 2.50 Years Calculate The Duration Of The Liabilities To Four Decimal Places. O 1.75 Years. 2.22 Years. 2.125

Answer rating: 100% (QA)

To calculate the duration of the liabilities we need to consider the weighted average of the duration of each component of the liabilities using the a... View the full answer