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ANSWER ASAP Q5 NCB BANK 200MILLION commercial loans with average 1.3 year duration 40 million consumer loans with average 2.35 year duration 46 million government
ANSWER ASAP Q5 NCB BANK 200MILLION commercial loans with average 1.3 year duration 40 million consumer loans with average 2.35 year duration 46 million government bonds with average 6 year duration What wit be the banke dollarweighted asset portfolio duration?
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Derivatives Markets
Authors: Robert McDonald
3rd Edition
978-9332536746, 9789332536746
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