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b . XYZ Bank Ltd . ( Balance sheet ) table [ [ Asscts , Tk . , AD , ED , Liabilities,Taka,AD ,

b.
XYZ Bank Ltd.(Balance sheet)
\table[[Asscts,Tk.,AD,ED,Liabilities,Taka,AD,ED],[Cash,2000,-,-,Current deposit,10000,2,.50],[\table[[Long-term mortgage],[loan]],18000,15,7,\table[[Savings],[(RS)]],20000,1,.25],[Corporate loan (RS),12000,10,5,Fixed deposit (RS),30000,5,1.50],[SME loan (RS),25000,,1,\table[[Non-deposit],[liabilities]],15000,2,1.50],[\table[[Short-term retail loan],[(RS)]],20000,5,3,Other liabilities (RS),20000,2,1.75],[Investment (RS),20000,25,10,,,.,],[Fixed asset,3000,5,5,Equity,5000,-,-],[Total asset,100000,,,Total liabilities,100000,,]]
AD= Actual duration in ycars, ED== Effective duration in years, RS= Rate Sensitive
Requirement: Find GAP & Duration Gap. What will be the impact of 1% increase or decrease in the interest rate in long & short run?
Please give a proper mathematical solution step by step without using excel
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