Suppose that XYZ Bank's balance sheet is: Asset (million cedis) Loans 200 Total 200 Liabilities (million cedis) Deposit 160 Equity 40 Total 200 Assume that the duration of the asset is 5 years and that of the liability is 3 years. The bank expects interest rate to rise by 1% from the current level of 10%. a) Calculate the potential loss on the bank's net worth. b) Prepare the bank's balance sheet after the rate change. Suppose that XYZ Bank's balance sheet is: Asset (million cedis) Loans 200 Total 200 Liabilities (million cedis) Deposit 160 Equity 40 Total 200 Assume that the duration of the asset is 5 years and that of the liability is 3 years. The bank expects interest rate to rise by 1% from the current level of 10%. a) Calculate the potential loss on the bank's net worth. b) Prepare the bank's balance sheet after the rate change. Suppose that XYZ Bank's balance sheet is: Asset (million cedis) Loans 200 Total 200 Liabilities (million cedis) Deposit 160 Equity 40 Total 200 Assume that the duration of the asset is 5 years and that of the liability is 3 years. The bank expects interest rate to rise by 1% from the current level of 10%. a) Calculate the potential loss on the bank's net worth. b) Prepare the bank's balance sheet after the rate change. Suppose that XYZ Bank's balance sheet is: Asset (million cedis) Loans 200 Total 200 Liabilities (million cedis) Deposit 160 Equity 40 Total 200 Assume that the duration of the asset is 5 years and that of the liability is 3 years. The bank expects interest rate to rise by 1% from the current level of 10%. a) Calculate the potential loss on the bank's net worth. b) Prepare the bank's balance sheet after the rate change.