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Assume a bank has total assets of $40 million with an average duration of 3 years, along with $25 million in total liabilities that have

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Assume a bank has total assets of $40 million with an average duration of 3 years, along with $25 million in total liabilities that have an average duration of 5 years. If interest rates rise by 2 percentage points, net worth will fall by $8,800,000 rise by $100,000 fall by $100.000 rise by $8.800,000

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