D Pregunta 22 0.5 pts Duration Bank has the following balance sheet. Assets Liabilities $ 450 30-day T Bills 5% 4% $ 1,725 30-day loan 840 1-year loan $ 825 90-day T Bills 6% $ 5% 1,050 2-year Bond 7% $ 270 5-year Bond 8% Use the duration model to approximate the change in the market value of the two-year credit if interest rates increase by 100 basis points. Assume it is reported at fair value. (round to 2 decimal places) 55 D Pregunta 22 0.5 pts Duration Bank has the following balance sheet. Assets Liabilities $ 450 30-day T Bills 5% 4% $ 1,725 30-day loan 840 1-year loan $ 825 90-day T Bills 6% $ 5% 1,050 2-year Bond 7% $ 270 5-year Bond 8% Use the duration model to approximate the change in the market value of the two-year credit if interest rates increase by 100 basis points. Assume it is reported at fair value. (round to 2 decimal places) 55