620 QUESTION 20 25 points Seve Arwwer You are given the following balance sheet data for Banco Santander--Spain for 2010 (Nurnbers are in billions of Euros) Assume no other storiabilities Annets Cash 50 duration - years AAA bonds 100 duration - 2 years 4X Fireditelowns 300 duration 4 you 3.5 Variable to loans 100 duration years buildings and promise 70 duration years Tests Libilities and Shareholder equity Checking deposits 150 duration 2 Time depot 300 duration 4 years Long term borrowing 100 duration 8 years Equity 20 duration for undefined Tobies and equity 620 Determine the following the weighted mage duration of assets (4 points) the weighted average duration of 14 points) C) sure and sign of the duration D 5 point Given the duration gap, the worried about failing interest rates, ingres, or is it perfectly hedged? points) Assumere rasinoase by 40 basis points. Determine the change in net wholder weath, or in equity from this change. sume 3% average rat rate for the whole problem (4 points the bank cannot engage in any derivative market transactions, explain what type of metat should buy or set and what type of abilities it should buy or sell to reduce the duration gro: point Cock Sow Subito and submit Click Se All Aro alla Save Al Answers Close Window Save and submit MacBook Pro 620 QUESTION 20 25 points Seve Arwwer You are given the following balance sheet data for Banco Santander--Spain for 2010 (Nurnbers are in billions of Euros) Assume no other storiabilities Annets Cash 50 duration - years AAA bonds 100 duration - 2 years 4X Fireditelowns 300 duration 4 you 3.5 Variable to loans 100 duration years buildings and promise 70 duration years Tests Libilities and Shareholder equity Checking deposits 150 duration 2 Time depot 300 duration 4 years Long term borrowing 100 duration 8 years Equity 20 duration for undefined Tobies and equity 620 Determine the following the weighted mage duration of assets (4 points) the weighted average duration of 14 points) C) sure and sign of the duration D 5 point Given the duration gap, the worried about failing interest rates, ingres, or is it perfectly hedged? points) Assumere rasinoase by 40 basis points. Determine the change in net wholder weath, or in equity from this change. sume 3% average rat rate for the whole problem (4 points the bank cannot engage in any derivative market transactions, explain what type of metat should buy or set and what type of abilities it should buy or sell to reduce the duration gro: point Cock Sow Subito and submit Click Se All Aro alla Save Al Answers Close Window Save and submit MacBook Pro