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AKA Bank had interest revenues of $50 million and $20 million of interest expenses. The bank has $700 million of assets, of which $350 million
AKA Bank had interest revenues of $50 million and $20 million of interest expenses. The bank has $700 million of assets, of which $350 million is sensitive to interest rate movements, and $200 million of its liabilities are rate sensitive. What is the gap ratio for AKA bank?
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