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What is the weighted average duration of assets? 4. What is the bank's duration gap? 5. What is the bank's weighted average cost of

 

What is the weighted average duration of assets? 4. What is the bank's duration gap? 5. What is the bank's weighted average cost of liabilities? Market Assets Value Cash Loans $ 150 $ 675 175 $ 1,000 T-Bonds $ Total Rate 10% 5% Duration (Years) Liabilities and Equity Time Deposits $ 500 2.50 CDs 5.00 Equity 69 69 69 69 Market Value $ 400 100 $ $ 1,000 Rate 4% 6% Duration (Years) 1.25 3.00

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