ments Consider the following financial institution: Market value of its assets - USD 10 billion Projected value of the liabilities - USD 8billion Modified duration of the liability = 5 years Which of the following asset modified durations makes the funding gap interest rate risk of the financial institution to be zero when the interest rate changes by 1%? blicies & esources 3 years bex 4 years 5 years scover 6 years None