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What is the duration GAP of a bank whose assets and liabilities are as follows? Assets: Cash $52 million Short-term Investments (D=0.5) $148 million Short-term

What is the duration GAP of a bank whose assets and liabilities are as follows? Assets: Cash $52 million Short-term Investments (D=0.5) $148 million Short-term Loans (D=0.8) $198 million Long-term Investments (D=4.7) $247 million Long-term Loans (D=6.6) $396 million Liabilities: Demand Deposits $52 million Short-term Interest-bearing Deposits (D=0.3) $597 million CDs (D=2) $152 million Borrowed funds (D=0.3) $151 million Round to three decimals.

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