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Question 11 The following table contains balance sheet information for Dual bank. All assets and liabilities are currently priced at par. Asset Commerdal bills T-notes

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Question 11 The following table contains balance sheet information for Dual bank. All assets and liabilities are currently priced at par. Asset Commerdal bills T-notes T-bonds Loans Amount (Smillion) Duration 900 400 () 700 Liabilities 0.5 Deposits 0.9 Federal Funds 2 0.7 Amount (Smillion) Duration 500 500 or the financial institution to immunize the balance sheet from interest rate risk, how much should be invested in the T-bond Edit View Insert Format Tools Table 12pt Paragraph B TUA2 TU A BV VES

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