Question
The duration of the assets is 4, the duration of the liabilities is 5. The size of the assets is 100 and the capital ratio
The duration of the assets is 4, the duration of the liabilities is 5. The size of the assets is 100 and the capital ratio (E/A) is 20%. Calculate the leverage adjusted duration gap.
Please round your answer to two decimal places.
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Financial Management In The Public Sector Tools Applications And Cases
Authors: Xiaohu Wang
2nd Edition
0765625229, 9780765625229
