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Assets Market Value Rate Duration (Years) Liabilities and Equity Market Value Rate Duration (Years) 2.00 Cash Time Deposits 1.50% Loans 8.00% 4.25 CDs 2.50% 4.00

Assets Market Value Rate Duration (Years) Liabilities and Equity Market Value Rate Duration (Years) 2.00 Cash Time Deposits 1.50% Loans 8.00% 4.25 CDs 2.50% 4.00 $ 200.00 $ 800.00 $ 400.00 $ 1,400.00 $ 600.00 $ 700.00 $ 100.00 $ 1,400.00 T-Bonds 4.00% 8.75 Equity What is the bank's duration gap in years? 1.14 1.88 2.07 2.45 o 3.12

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