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5. Assume current market yield is flat at 6.5% p.a. What is the duration gap of the bank 5. Assume current market yield is flat

5. Assume current market yield is flat at 6.5% p.a. What is the duration gap of the bank

5. Assume current market yield is flat at 6.5% p.a. What is the duration gap of the bank (5 marks)

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