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please help to find the particulars of the question below. this question is intended for personal knowldege and not for assignment purposes. Following information about

please help to find the particulars of the question below. this question is intended for personal knowldege and not for assignment purposes. image text in transcribed
Following information about ABC Bank is provided. All Egures are in millions of Toho ASSETS RATR MARKBT RATB VALUR 100 CASH 700 12% YEAR COMMERCIAL I LOAN TEYZAR TRS SURY LOND LIABILITIESAND MARKET EQUITY VALUB 1 YEAR TIME 620 DEPOSIT 3 YEAR CERTIFICATE OF DEPOSIT TOTAL 220 LIABILITES EQUITY TOTAL 1000 200 80 TOTAL 6) Calculate duration for all assets and liabilities (8 marks) (6) Calculate the weighted duration of assets and liabilities ( 4 marks) c) Calculate the duration GAP (4 marks) (d) If interest rates rise by 2% during the year, calculate the estimated change in the market value of equity. (4 marks) Following information about ABC Bank is provided. All Egures are in millions of Toho ASSETS RATR MARKBT RATB VALUR 100 CASH 700 12% YEAR COMMERCIAL I LOAN TEYZAR TRS SURY LOND LIABILITIESAND MARKET EQUITY VALUB 1 YEAR TIME 620 DEPOSIT 3 YEAR CERTIFICATE OF DEPOSIT TOTAL 220 LIABILITES EQUITY TOTAL 1000 200 80 TOTAL 6) Calculate duration for all assets and liabilities (8 marks) (6) Calculate the weighted duration of assets and liabilities ( 4 marks) c) Calculate the duration GAP (4 marks) (d) If interest rates rise by 2% during the year, calculate the estimated change in the market value of equity. (4 marks)

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