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A bank has duration of assets of 4.58, total assets of $219 million, duration of liabilities of 4.42, total equity equal to 11.8% of total
A bank has duration of assets of 4.58, total assets of $219 million, duration of liabilities of 4.42, total equity equal to 11.8% of total assets, rate-sensitive assets of $64.61 million, and rate-sensitive liabilities of $45.81 million. What is the bank's maturity gap, in $ million, to the nearest $0.01 million?
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