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1. If RSA = $32 million and RSL = $49.5 million, what would be the change in income if interest rate rises from 5% to 10

Posted: Thu Apr 28, 2022 1:37 pm
by answerhappygod
1. If RSA = $32 million and RSL = $49.5 million, what would be
the change in income if interest rate rises from 5% to 10%?
2. What should be the duration gap for complete protection
against interest rate risk?