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6- Assuming that the average duration of the bank's assets is 4.32 years, while the average duration of its liabilities is 3.5 years, a rise

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6- Assuming that the average duration of the bank's assets is 4.32 years, while the average duration of its liabilities is 3.5 years, a rise in interest rates from 8% to 10% will cause the net worth of the bank to by about a. increase; 1.5% 2 b. decline; 1.3% c. decline: 1.5% d. increase; 1.85%

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