The following financial statement is for ABC bank a) What is the duration of assets?

b) What is the duration of ABC's liabilities?

c) What duration must the "other liabilities (Kewajiban lainnya)" have in order for ABC bank to be immune from interest rate risk?

Duration Market Value Assets Cash $ 43 million Deposits 615 million Long term investments 345 million Property & Equipment 55 million Other Assets 197 million 0 4 months 9 months 5 years 15 years Current Liabilities Tax Long-term Debt Other liabilities Liabilities $ 490 million 0 370 million 18 months 250 million 10 years 145 million