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Bank of Ww holds assets and liabilities whose average durations and dollar amounts are as shown in this table: Avg. Duration Asset and Liability Items

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Bank of Ww holds assets and liabilities whose average durations and dollar amounts are as shown in this table: Avg. Duration Asset and Liability Items (years) Dollar Amount (millions) Investment Grade Bonds Holdings 5.89 59 Commercial Loans 2.3 309 Consumer Loans 12 297 Deposits 2.35 589 Nondeposit Borrowings 0.52 33 What is the leverage adjusted duration gap? Enter the answer in 4 decimals, eg 3.1234 Bank of Ww holds assets and liabilities whose average durations and dollar amounts are as shown in this table: Avg. Duration Asset and Liability Items (years) Dollar Amount (millions) Investment Grade Bonds Holdings 5.89 59 Commercial Loans 2.3 309 Consumer Loans 12 297 Deposits 2.35 589 Nondeposit Borrowings 0.52 33 What is the leverage adjusted duration gap? Enter the answer in 4 decimals, eg 3.1234

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