Calculation of actual change in Economic Value of Equity with a $1\%$ parallel upward shift in market interest rates

No Immunization Strategy

Change in Market Value of Assets:

Duration of $6-$year Commercial Loan with $$625$ Principal

and $7\%$ fixed interest rate

Change in Market Value of Liabilities:

Duration of $3-$year Certificate of Deposit with Face Value

of $$355$ and fixed interest rate of $3\mathrm{.}5\%$

Duration of $6-$year Zero$-$Coupon CD with Face Value of

$$485$ :