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A bank has DA=2.5 years, DL=0.80 years, and k=92%. Assets are equal to $1,200 million. According to the duration gap model, what size interest rate

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A bank has DA=2.5 years, DL=0.80 years, and k=92%. Assets are equal to $1,200 million. According to the duration gap model, what size interest rate change would make the institution insolvent if rates are currently 5 percent

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