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Prussian Bank has assets with an average duration of 2.78 years and liabilities with an average duration of 3.00 years. The market value of Prussian's
Prussian Bank has assets with an average duration of 2.78 years and liabilities with an average duration of 3.00 years. The market value of Prussian's assets is $100 million and the market value of Prussian's liabilities is $150iooion. Prussian's duration gap is:
1.17 1.72 -1.72 0.78 None of these
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