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What is the duration GAP of a bank whose assets and liabilities are as follows? Assets: Cash $51 million Short-term Investments (D=0.4)$152 million Short-term Loans

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What is the duration GAP of a bank whose assets and liabilities are as follows? Assets: Cash $51 million Short-term Investments (D=0.4)$152 million Short-term Loans (D=0.5)$202 million Long-term Investments (D=4.9)$255 million Long-term Loans (D=6.9)$396 million Liabilities: Demand Deposits $52 million Short-term Interest-bearing Deposits (D=0.2)$607 million CDs(D=1.9)$152 million Borrowed funds (D=0.2) $153 million Round to three decimals

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