..18 JAWWAL 3:39 PM @ 93% Question No. 3: 1. Clinton National Bank holds assets and liabilities whose average durations and dollar amounts are shown in this table: Asset and Liability Items Average Duration (years) Dollar Amount (Millions Investment grade bonds 18 1.200 Deposits 1.4 6,400 Consumer loans 6 2,400 Commercial loans 3.5 4.000 Non deposit borrowings 6 400 What is the weighted-average duration of Clinton bank's assets portfolio and liability portfolio? What is its leverage-adjusted duration gap? 1. DA 2. D. Theap 2. Consider the following bank balance sheet and associated average interest rates. The time frame for rate sensitivity is one year. Assets Amon Rate Liabilities & cquity Amount Rate Rate sensitive 57.2003 Rane sensitive 57.000 Fixed rate 8,400 Fredate 7.2007 Nonearning Nonpaying liabilities 2.400 Total $17.2001 Total $17.200 1.600 Calculate the Bank's GAP, expected Net Interest Income, and Net Interest Margin if interest rates and portfolio composition remain constant during the year. This bank is positioned to profit if interest rates move in which direction? Bank's GAP: 2. Net Interest Income Net terest Margin httpsnode aupedalkenpluginfile.php6520 Done