A) what are major differences between repricing model and maturity gap model for measuring interest rate risk for a financial depository institution?

B) GIven the following Information:

R1 = 6%

E(₂r₁) = 7 %

E(3r₁) = 7.5 %

Using unbiased exepectation theory, calculate the current spot rate for ₁R₃

C) Suppose we have three year Eurobond with 8% coupons yearly and 8% yield to maturity, calculate the duration of the bond.

Please show your work and throughly explain how you reached the answers. Thank you.