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A bank has duration of assets of 3.26, total assets of $231 million, duration of liabilities of 2.53, total equity equal to 7.3% of total
A bank has duration of assets of 3.26, total assets of $231 million, duration of liabilities of 2.53, total equity equal to 7.3% of total assets, rate-sensitive assets of $139 million, and rate-sensitive liabilities of $114 million. What is the bank's duration gap? Round to three decimals
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