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Sun Rise Bank holds assets and liabilities whose average durations and pounds amounts are shown in this table: Assets and Liability Items Average Duration (Years)
Sun Rise Bank holds assets and liabilities whose average durations and pounds amounts are shown in this table: Assets and Liability Items Average Duration (Years) Amount () (Millions) Investment-grade bonds Commercial Loans Consumer Loans Deposits Non-Deposit Borrowings 19.00 8.00 9.00 3.00 1.00 75.00 300.00 450.00 700.00 50.00 a. What is the weighted average duration of Sun Rise Bank's: i) Asset portfolio? ii) Liability portfolio? b. What is the leverage-adjusted duration gap of Sun Rise Bank
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