assets and paid on liabilities are in parenthesis, duration in brackets. Cash [0] 3 mos CD's (0.02)[.25] 3 mos T-bills (0.5) [0.25] 9 mos CD's (0.03) [0.75] 6 mo. C&I (0.6) [0.50] 3 yr CD's (0.06)[3] 30 yr mortgage (0.10) [10] 30 yr subordinated debt (0.06) [8] Core Capital Buildings [0] Goodwill [0] 100 200 400 200 92 8 Interest rates earned on What is the bank's one year $GAP? 400 400 100 50 50 What are the durations (approximately) of ABC Bank's assets and liabilities respectively. Include subordinated debentures in liabilities. Assuming the duration of assets is 2.50 and liabilities is 2.0, what is the duration of capital? Assuming the duration of assets is 2.50 and liabilities is 2.0, what is the duration of the K/A ratio?