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A bank's duration gap is 2.47, and the current interest rate used to value all of the bank's assets and liabilities is 5.41%. What is

A bank's duration gap is 2.47, and the current interest rate used to value all of the bank's assets and liabilities is 5.41%. What is the change in the bank's net worth (in % of TA) if the interest rate changes to 8%? Round to 0.01%, drop the % symbol.

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