11 12 11 SL The balance sheet of bank ABC is given below. Calculate the impact of a change in the interest rate from 0.0597 percent to 0.0576 percent on the value of the bank's equity position (use 4 decimal points) Duration Value (USD) LIABILITIES Duration Value (USD) ASSETS 1.0 650 CD (1 year) 0.0 200 Roses 32 300 CD(2 years) 25 300 Corporate loans 4.5 400 Bonds (5 years) 62 500 Mortgages 150 Net Worth 34 400 Credit cards 1500 Tot 1500 Total Assets -Foru DAW4'DA1 w2'DA2 * w *DA DL-24"DL1 + Z20L2 23 DGAPDA-(LA)"DL. E = = GDP Dr (1) 11 12 >= MacBook 80 3 TE $ & 7 96 5 o 6 V 8 N 9 3 TE 0 R o Y U 3 11 12 11 SL The balance sheet of bank ABC is given below. Calculate the impact of a change in the interest rate from 0.0597 percent to 0.0576 percent on the value of the bank's equity position (use 4 decimal points) Duration Value (USD) LIABILITIES Duration Value (USD) ASSETS 1.0 650 CD (1 year) 0.0 200 Roses 32 300 CD(2 years) 25 300 Corporate loans 4.5 400 Bonds (5 years) 62 500 Mortgages 150 Net Worth 34 400 Credit cards 1500 Tot 1500 Total Assets -Foru DAW4'DA1 w2'DA2 * w *DA DL-24"DL1 + Z20L2 23 DGAPDA-(LA)"DL. E = = GDP Dr (1) 11 12 >= MacBook 80 3 TE $ & 7 96 5 o 6 V 8 N 9 3 TE 0 R o Y U 3