E. The following financial statement is for the current year: Second National Bank Assets Duration Liabilities Duration Reserves 5,000,000 15,000,000 2.00 5,000,000 0.10 Securities 0.00 Checkable Deposits Money Market Deposits 0.40 Savings Accounts > 1 Year 5,000,000 15,000,000 1.00 1 to 2 Years 5,000,000 1.60 CDS 10,000,000 7.00 Variables-rate 10,000,000 0.50 2 years Buildings, etc. 5,000,000 0.00 5,000,000 3.10 > 2 years Bank Capital 5,000,000 Total $100,000,000 Total $100,000,000 Required: Calculate the duration gap for the bank