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A bank has total assets of $100 million and liabilities of $70 million. Its liabilities have average duration of 3.0 years. What must be the

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A bank has total assets of $100 million and liabilities of $70 million. Its liabilities have average duration of 3.0 years. What must be the duration of the bank's assets in order to immunize its net worth from the impact of changing interest rates? 4.0 0.7 2.1 3.0

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