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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
Q PV stands for:
A Present value of a year bond
B Present value of a bond with a maturity below year
C Price value of a basis point
D Price value of a basic point
Q
tableAssetsLiabilitiesAmount,Duration,Dusd usd Amount,Duration,D usd CashDeposits,ST loans,ST debt,MT loans,MT debt,LT loans,LT Debt,TotalTotal,
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
B
C
D
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