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Market Value Assets Rate Rate Duration (Years) Liabilities Duration and Market (Years) Equity Value Time Deposits $ 500 2.50 CDs $ 400 5.00 Equity $
Market Value Assets Rate Rate Duration (Years) Liabilities Duration and Market (Years) Equity Value Time Deposits $ 500 2.50 CDs $ 400 5.00 Equity $ 100 $ 1,000 Cash $ 150 Loans $ 675 T-Bonds $ 175 Total $ 1,000 4% 6% 10% 5% 1.25 3.00 enlenen en 3. What is the weighted average duration of assets? 4. What is the bank's duration gap? 5. What is the bank's weighted average cost of liabilities
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