QUESTION 8 Duration Bank has the following assets and liabilities as of year-end. All assets and liabilities are currently priced at par and pay interest annually Assets Amount (S millions) Rate AnnualLiabilities Zwear loans! 8% 8 % $100Equity $401 $601 13-year CD $60 | $30 | $10 5-year term deposit 7% 6 % Total 100 0-203 years O -2.50 years O -1.07 years o -0.70 years o -0.40 years