12. Calculate the change in the market value of assets and liabilities when the average duration of...
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12. Calculate the change in the market value of assets and liabilities when the average duration of assets is 3.60, the average duration of liabilities 0.88, and interest rates increase from 5% to 5.5%.
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Related Book For 
Financial Markets and Institutions
ISBN: 978-0321280299
5th edition
Authors: Frederic S. Mishkin, Stanley G. Eakins
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