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Calculate the change in net worth of bank if it had duration on 3.5 and of its liabilities 2.8 If there was change of interest
Calculate the change in net worth of bank if it had duration on 3.5 and of its liabilities 2.8
If there was change of interest rate of .25% with base rate of .75%
Calculate change on net worth of the same bank with .25% change in interest rate if the base rate was 6%
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Finance Introduction To Institutions Investments And Management
Authors: Ronald W. Melicher, Edgar A. Norton
11th Edition
0470004460, 978-0470004463
