duration 1-3 Treasury Bills, 99% Notes, Bonds, Floating Rate Notes, 98% 98% AAA-A rated- Bonds 888 rated- 91% 90% 87% Bonds Bank x plans to use two investments it has to obtain discount window loan: it has 100 million 6 month T-bills and 100 million B88 rated-10 year bondi (hint: you need to figure out what the duartion for each of the assets to use correct %), the max amount it can borrow from central bank is million duration 0-1 99% duration 3-5 98% 97%