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Asset/Liability Value Duration Loans (short term) 4000 0.8 Mortgages 3200 7.8 T-bonds 1000 0.9 Deposits 8500 1.3 Municipal bonds 1500 1.6

Asset/Liability

Value

Duration

Loans (short term)

4000

0.8

Mortgages

3200

7.8

T-bonds

1000

0.9

Deposits

8500

1.3

Municipal bonds

1500

1.6

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