What is the bank's duration gap? Market Value Duration (Years) Assets Rate Rate Liabilities Duration and Market (Years) Equity Value Time Deposits S 500 2.50 CDs S 400 5.00 Equity S 100 S 1,000 4% 6% 1.25 3.00 Cash Loans T-Bonds Total S 150 S 675 S 175 $1,000 10% 5% 0.73