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The First National Bank of Dogsville finds that its asset and liability portfolio contains the following distribution of maturities and repricing opportunities: Coming Next 30

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The First National Bank of Dogsville finds that its asset and liability portfolio contains the following distribution of maturities and repricing opportunities: Coming Next 30 Days Next 31-90 More Than 90 Week Days Days Loans $200.00 $300.00 $475.00 $525.00 Securities 21.00 26.00 40.00 70.00 Interest-sensitive assets $ 0.00 Transaction deposits Time accts. Money market borrowings Interest-sensitive liabilities $320.00 100.00 136.00 $ 0.00 290.00 140.00 $ 0.00 196.00 100.00 100.00 65.00 When and by how much is the bank exposed to interest rate risk? For each maturity or repricing interval, what changes in interest rates will be beneficial and which will be damaging, given the current portfolio position? The First National Bank of Dogsville finds that its asset and liability portfolio contains the following distribution of maturities and repricing opportunities: Coming Next 30 Days Next 31-90 More Than 90 Week Days Days Loans $200.00 $300.00 $475.00 $525.00 Securities 21.00 26.00 40.00 70.00 Interest-sensitive assets $ 0.00 Transaction deposits Time accts. Money market borrowings Interest-sensitive liabilities $320.00 100.00 136.00 $ 0.00 290.00 140.00 $ 0.00 196.00 100.00 100.00 65.00 When and by how much is the bank exposed to interest rate risk? For each maturity or repricing interval, what changes in interest rates will be beneficial and which will be damaging, given the current portfolio position

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