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a.Calculate the duration gap of the banks assets and liabilities. You must show your calculations. b. If interest rates decrease from 9% to 8%, what
a.Calculate the duration gap of the banks assets and liabilities. You must show your calculations.
b.If interest rates decrease from 9% to 8%, what will be the dollar change in the banks net worth? You must show your calculations.
c.What will be the amount of the bank capital after the decrease in interest rates (from 9% to 8%)? You must show your calculations.
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