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6. Given the following information, calculate the duration of assets and liabilities. (2 points) Assets Amount Rate Duration Cash Loans Treasuries 90 800 110 12%

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6. Given the following information, calculate the duration of assets and liabilities. (2 points) Assets Amount Rate Duration Cash Loans Treasuries 90 800 110 12% 9% 2 years 8 years Liabilities and Equity I Time deposits 500 CDs 425 Equity 75 6% 8% 1.75 years 2.50 years

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