Assume that the current yield curve is flat at 5.4%. You have been hired by the board of directors to evaluate the risk of this fund. What can you conclude about the change in the value of the equity under these conditions? b. What is the initial duration of the Citrix Fund (i.e., the duration of the equity)? fixed rate portion of the swap? The \%change is '. (Round to two decimal places.) The drop in value is $ million. (Round to two decimal places.) What would happen to the value of the liabilities? For the liabilities the \%change is %. (Round to two decimal places.) The drop in value is $ million. (Round to two decimal places.) What can you conclude about the change in the value of the equity under these conditions? As a result, the value of equity will decline by about $ million. (Round to two decimal places.) b. What is the initial duration of the Citrix Fund (i.e., the duration of the equity)? The duration of the equity is years. (Round to one decimal place.) We should liquidate $ million of the fund's assets. (Round to two decimal places.) fixed rate portion of the swap? We should enter a swap with a notional value of $ million. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.)