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2. Bank National de Paris has assets with duration of 6.5 years and liabilities with duration of 3.0 years. This bank has $200 million

2. Bank National de Paris has assets with duration of 6.5 years and liabilities with duration of 3.0 years. This bank has $200 million in assets and $180 million in liabilities. What is the leverage adjusted duration gap of this bank? (2)

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