Consider the following durations and market values for the balance sheet items above (in million $).

Assets Duration Value Liabilities Duration Value 10 - year fixed rate mortgages 3. 98 920 Equity 160 8 - year term loans 3. 40 680 6 - year zero coupon bonds 6. 00 400 4 - year term loans 1. 89 410 | 1 - year term deposits 1. 00 460 2 - year term loans 1. 01 240 | 3 - month term deposits 0. 25 770 6 - month Treasuries 0 . 50 180 1 - month term deposits 0. 08 570 Overnight loans 0. 00 70 | Overnight deposits 0. 00 140