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How much would each variable need to change to get GDAP equal to 0? Book Value Market Value Assets Amount Amount Duration T-bills $ 360

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How much would each variable need to change to get GDAP equal to 0?

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Book Value Market Value Assets Amount Amount Duration T-bills $ 360 $ 360 0.50 Loans* 10,000 $9.470 11.50 Total Assets 10,360 9830 Liabilities Deposits 8.368 8,368 0.50 Total Liabilities 8,368 8,368 Equity 1,992 1,462 Total Lia and NW 10,360 9,830 (10,000*6.5%) *(1-(1+7%) ^-20)/7%+10,000/ (1+7%) ^20=9,470.30=9,470 360+9,470=9,830 9,830-8,368= 1,462 *Since this is a simple bank, it has only one type of loan. The loan has a $10,000 book value (current outstanding principal), "amortized" loan with annual payments, an interest rate of 6.5 percent, and 20-years to maturity. Similar amortized loans today (market interest rate for similar loans) have an interest rate of 7 percent which, is the market yield

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