The following is the balance sheet of a VHTSMPL Bank. All the items are recorded based on the book value and they were purchased at par value. 5 year semi-annual 5.45%pa coupon 5 months treasury bills bond 11:} year 3.5% annual coupon hono' 3year semi annual coupon 5.50% honcl 112} year treasury boncl T5 EH: semi 35D 5 year annual coupon [5.35%pa} hono' 2513 annual coupon -_- -- 5. Assume current market yield is flat at 5.5% p.a. What is the duration gap of the bank {E marks}