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please anser the following questions and show all work, thanks! B)$0.2775 per $100 face value. C) $2.775 per $100 face value. D) 50.2672 per $100

please anser the following questions and show all work, thanks!
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B)$0.2775 per $100 face value. C) $2.775 per $100 face value. D) 50.2672 per $100 face value. E) $2.672 per $100 face value. os )2 Use the following information to answer questions 7-9.The two-year Treasury notes are zero coupon assets. Interest payments on all other assets and liabilities occur at maturity. Assume 360 days in a year $ 300 million 30-day Treasury bills 550 million 90-day Treasury bills $ 700 million 2-year Treasury notes $ 180 million 180-day municipal notes Liabilities $ 1,150 million 14-day repos $ 560 million 1-year commercial paper $ 20 million equity 7. What is the duration of the assets? A) 0.708 years B) 0.354 years C) 0.350 years D0.955 years 0.519 years What is the duration of the liabilities? A) 0.708 years B 0.354 years C) 0.350 years D) 0.955 years E) 0.519 years 8. 9. What is the leverage-adjusted duration gap? A) 0.605 years 0.956 years C) 0.360 years D) 0.436 years E) 0.189 years

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