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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

Posted: Tue Jan 18, 2022 12:57 pm
by answerhappygod
2 Bank National De Paris Has Assets With Duration Of 6 5 Years And Liabilities With Duration Of 3 0 Years This Bank Ha 1
2 Bank National De Paris Has Assets With Duration Of 6 5 Years And Liabilities With Duration Of 3 0 Years This Bank Ha 1 (12.14 KiB) Viewed 42 times
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)