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A bank has total liabilities of $120 billion and total assets of $150 billion. The average duration of its liabilities is 3.4 years and the

A bank has total liabilities of $120 billion and total assets of $150 billion. The average duration of its liabilities is 3.4 years and the average duration of its assets is 9.7 years. If interest rate increases by 11%, what is the total change in net worth (in billions of $) of the bank? Round your answer to at least 2 decimal places. Insert a positive number to represent an increase in net worth and a negative number for a decrease. (E.g. a decrease of $5.5 billion has to be input as -5.5)

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