13. Springer County Bank has assets totaling $180 mil- lion with a duration of five years, and...
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13. Springer County Bank has assets totaling $180 mil- lion with a duration of five years, and liabilities totaling $160 million with a duration of two years. If interest rates drop from 9% by 75 basis points, what is the change in the bank's capitalization ratio?
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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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