2. Bank National de Paris has assets with duration of 6.5 years and liabilities with duration of 3.0 years. This bank ha
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2. Bank National de Paris has assets with duration of 6.5 years and liabilities with duration of 3.0 years. This bank ha
2. Bank National de Paris has assets with duration of 6.5 years and liabilities with duration of 3.0 years. This bank has $200 million in assets and $180 million in liabilities. What is the leverage adjusted duration gap of this bank? (2)
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