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( Fixed Income Securities ) Q 9 PV 0 1 stands for: A ) Present value of a 1 year bond B ) Present value

( Fixed Income Securities )
Q9 PV01 stands for:
A) Present value of a 1 year bond
B) Present value of a bond with a maturity below 1 year
C) Price value of a basis point
D) Price value of a basic point
Q10
\table[[Assets,Liabilities],[,Amount,Duration,Dusd ^(usd ),,Amount,Duration,D ^(usd )],[Cash,700,0,,Deposits,300,0,],[ST loans,750,0.8,,ST debt,100,0.5,],[MT loans,250,3,,MT debt,400,4,],[LT loans,700,12,,LT Debt,1000,8,],[Total,2400,,,Total,1800,,]]
Using the above table, calculate the dollar duration of the bank's equity, the dollar duration of assets and the dollar duration of liabilities.
A)100,9750,9650
B)-100,5.36,4.06
C)-5558.67,5.36,4.06
D)12866.7,-4.06,5.36
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