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QUESTION 1 Average asset duration 7 Average liability duration 4 Total assets 2,800,000,000 Total liabilities 2,500,000,000 Initial interest rate 5.00% Interest rate after change 5.50%

QUESTION 1

Average asset duration 7
Average liability duration 4
Total assets 2,800,000,000
Total liabilities 2,500,000,000
Initial interest rate 5.00%
Interest rate after change 5.50%
Change in interest rates 0.50%
Question:
Change in net worth ?

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