Question: Using the information shown below, calculate the banks duration gap. Assets Market Value Rate Market Value Duration (Years) Rate Liabilities Duration and (Years) Equity Time

Using the information shown below, calculate the banks duration gap.

Assets Market Value Rate Market Value Duration (Years) Rate Liabilities Duration and (Years) Equity Time Deposits 2.50 CDs 5.00 Equity 4% 6% Cash Loans T-Bonds Total 1.25 3.00 $ 150 $ 675 $ 175 $ 1,000 GAAGA 10% 5% $ $ $ $ 500 400 100 1,000

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