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Bank of Ww holds assets and liabilities whose average durations and dollar amounts are as shown in this table: Asset and Liability Items Avg. Duration
Bank of Ww holds assets and liabilities whose average durations and dollar amounts are as shown in this table: Asset and Liability Items Avg. Duration (years) Dollar Amount (millions) Investment Grade Bonds Holdings 2.69 91 Commercial Loans 2.59 390 Consumer Loans 6.97 280 Deposits 3.22 639 Nondeposit Borrowings 0.33 75 What is the leverage-adjusted duration gap? Enter the answer in 4 decimals, e.g. 3.1234
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