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A bank has DA = 3 years, DL = 0 . 5 years and k = 9 2 % . Assets are equal to $

A bank has DA =3 years, DL =0.5 years and k =92%. Assets are equal to $500 million. According to the duration gap model, what size interest rate change would make the institution insolvent if rates are currently 8%?
Ans: +340 basis points
do it in excel please

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