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1. Calculate the Ieverane-ad)usted duration gap (DGspl for Banc One Kecp two decimal places Question 2 2. Usink the DCAP modeL If Interest rates on
1. Calculate the Ieverane-ad)usted duration gap (DGspl for Banc One Kecp two decimal places Question 2 2. Usink the DCAP modeL If Interest rates on assets and liabilities increase such that R2(1+RA)R2/(1+RL)0.0075 Cakulate the chenge in the madket value of ceuity for Eank Onc. Kocp two decimal places. Question 3 3. Caloulate the number of futures cantracts necded to hedpe the bank's interest fate rek fround to the nearest whole contracti. Question 4 4. Spocify whether you should enter the hedpe with a short or lonat futures poeition. Start Leru 1. Calculate the Ieverane-ad)usted duration gap (DGspl for Banc One Kecp two decimal places Question 2 2. Usink the DCAP modeL If Interest rates on assets and liabilities increase such that R2(1+RA)R2/(1+RL)0.0075 Cakulate the chenge in the madket value of ceuity for Eank Onc. Kocp two decimal places. Question 3 3. Caloulate the number of futures cantracts necded to hedpe the bank's interest fate rek fround to the nearest whole contracti. Question 4 4. Spocify whether you should enter the hedpe with a short or lonat futures poeition. Start Leru
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