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Fill in the blanks below: The average duration of the loans is 5 years. The average duration of the deposits is 2 years. Consumer loans

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Fill in the blanks below: The average duration of the loans is 5 years. The average duration of the deposits is 2 years. Consumer loans 550 million Deposits $235 million Commercial Loans $200 million Equity $15 million Total Assets $250 million Total Liabilities & Equity $250 million The change in the value of the Fl's equity for a 1 percent increase in interest rates from the current rates of 10 percent is $ The number of T bond futures contracts necessary to hedge the balance sheet if the duration of the deliverable bonds is 10 years and the current price of the futures contract is $97 per $100 face contracts. value is

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