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Suppose that the market value of Chase bank net worth increased by 2% as a result of a decline in the interest rate from 5%
Suppose that the market value of Chase bank net worth increased by 2% as a result of a decline in the interest rate from 5% to 4.75/%. The banks liabilities to assets ratio= 0.75. The banks assets duration =2 years. What is the banks duration gap?
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