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Use the following information (in USS billions) in the table below to answer the following questions. a) Calculate the average duration of the assets. Show

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Use the following information (in USS billions) in the table below to answer the following questions. a) Calculate the average duration of the assets. Show your calculations in full. (5 marks) b) Calculate the average duration of the liabilities. Show your calculations in full. (5 marks) c) If the yield curve were to shift upwards by 0.75%, what would be the impact on the bank's equity value? (5 marks) d) If the yield curve were to shift downwards by 0.45%, what would be the impact on the bank's equity value

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