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Solve it Consider the following assets and liabilities for CAHAYA bank. a) Calculate the weightage average duration for assets portfolio and liabilities portfolio. (12 marks)

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Consider the following assets and liabilities for CAHAYA bank. a) Calculate the weightage average duration for assets portfolio and liabilities portfolio. (12 marks) b) Given the information in (a), what is the change in net worth for the bank if the interest rate increases from 3 percent to 4 percent? (5 marks) c) Determine the weightage average duration of liabilities portfolio to immunize against the interest rate change

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