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An FI has financial assets of $1,106 and equity of $93. If the duration of assets is 2.59 years and the duration of all liabilities
An FI has financial assets of $1,106 and equity of $93. If the duration of assets is 2.59 years and the duration of all liabilities is 1.74 years, what is the leverage-adjusted duration gap?
Enter your answer rounded to 2 decimals, and without any units. So, for example, if your answer is 3.4568, then just enter 3.46.
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