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Question 26 (5 points): Rosy Bank holds assets and liabilities whose average durations and dollar amounts are as shown in this table: Asset and Liability

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Question 26 (5 points): Rosy Bank holds assets and liabilities whose average durations and dollar amounts are as shown in this table: Asset and Liability Items Investment in junk Bonds -- Borrowings from other banks Consumer Loans Term deposits Commercial Loans Avg. Duration (years) 15,00 0.70 3.00 2.25 6.00 Dollar Amount (millions) $125.00 $250.00 $350.00 $600.00 $350.00 What is the leverage-adjusted duration gap

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