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2.County Bank has the following market value balance sheet (in millions, annual rates). All securities are selling at par equal to book value. 00 a.
2.County Bank has the following market value balance sheet (in millions, annual rates). All securities are selling at par equal to book value. 00 a. What is the maturity gap for County Bank? b. What will be the maturity gap if the interest rates on all assets and liabilities increase by 2 percent? c. What will happen to the market value of the equity? 2.County Bank has the following market value balance sheet (in millions, annual rates). All securities are selling at par equal to book value. 00 a. What is the maturity gap for County Bank? b. What will be the maturity gap if the interest rates on all assets and liabilities increase by 2 percent? c. What will happen to the market value of the equity
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