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North Andover Stale Bank has $900 militon of assets. The bark has $100 milion of imestment grade bonds whe a duration of 8.0 years. This

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North Andover Stale Bank has $900 militon of assets. The bark has $100 milion of imestment grade bonds whe a duration of 8.0 years. This bank also has $500 malion of comiererciar loans With a durabon of 4.0 years. This bank has $300 milion of consumer loans with a duration of 2.0 yoars. This bank has deposits of $600 malson with a duration of 1.0 years and nondeposit bonowings of $100 millon with an averoge duration of 0.25 years. What is this bank's duration gap? Theso are al of the assots and isabilitios this bank has. Nhis bank has a duration gap of 3 b4 years it This bank, has a duralion gap of 5.15 years C. This bahk has a duriston gap of 3.44 yeari 0. This bank has a duration gap of 3.06 years Thys bank has a duration gap of 375 years

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