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Fixed rate CD's- Treasury bills- Savings Deposits- Discount loans- Treasurv notes- Variable rate CD's- Demand deposits- $16 $11.5 $4 $2.5 $8 $11 $8 Variable rate

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Fixed rate CD's- Treasury bills- Savings Deposits- Discount loans- Treasurv notes- Variable rate CD's- Demand deposits- $16 $11.5 $4 $2.5 $8 $11 $8 Variable rate mortgage loans Fed Funds borrowing- Fixed rate loans Reserves - Equity Capital- Fed Funds lending- Money Market deposit accts. - $18 $2 $18 $4.5 $11 S3.5 $9 A. Develop a balance sheet from the above data into assets and liabilities with a correct division of rate sensitive and non-rate sensitive as illustrated in class B. Perform a Standard Gap Analysis and a Duration Analysis using the above data if you have a 2.25% decrease in interest rates and an average duration of assets of 8.4 years and an average duration of liabilities of 4.5 years C. Indicate the new level of equity capital

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