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1.8 years 1.5 years approach, and in question 3 I give you R.) 2. Use the following information to conduct a duration gap analysis. Assets Amount Rate Duration Cash $ 23,000 0% 0 Bonds $102,000 7.2% Loans $375,000 11.0% Liabilities and Equity Small time deposits $130,000 3.6% 4 years Large CDs $ 70,000 6.3% Interest checking $250,000 2.8% Equity $50,000 Calculate the leverage adjusted duration gap. Is the bank positioned to gain or lose money if interest rates rise? b. Estimate the change in market value of equity if all market interest rates fall by an average of 1.5%. Note that the rates are provided so that you can calculate R in the equation. As is commonly done, use the weighted average of asset yields as R (the average yield). Do you understand what I mean? If not, ask. Suggest a specific transaction the bank could implement to reduce its interest rate risk. 1 year 3.3 years a. c. 1.8 years 1.5 years approach, and in question 3 I give you R.) 2. Use the following information to conduct a duration gap analysis. Assets Amount Rate Duration Cash $ 23,000 0% 0 Bonds $102,000 7.2% Loans $375,000 11.0% Liabilities and Equity Small time deposits $130,000 3.6% 4 years Large CDs $ 70,000 6.3% Interest checking $250,000 2.8% Equity $50,000 Calculate the leverage adjusted duration gap. Is the bank positioned to gain or lose money if interest rates rise? b. Estimate the change in market value of equity if all market interest rates fall by an average of 1.5%. Note that the rates are provided so that you can calculate R in the equation. As is commonly done, use the weighted average of asset yields as R (the average yield). Do you understand what I mean? If not, ask. Suggest a specific transaction the bank could implement to reduce its interest rate risk. 1 year 3.3 years a. c