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What is the weighted average duration of liabilities? Market Value Market Value Duration (Years) Assets Rate Rate Liabilities Duration and (Years) Equity Time Deposits 3.750

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What is the weighted average duration of liabilities? Market Value Market Value Duration (Years) Assets Rate Rate Liabilities Duration and (Years) Equity Time Deposits 3.750 CDs 7.250 Equity 2.0% 4.5% 1.500 3.125 Cash Loans T-Bonds Total $ 200 S 800 s 250 $ 1,250 8.0% 4.0% S s S S 600 500 150 1,250 2.24 years What is the weighted average duration of assets? Market Value Duration (Years) Assets Rate Rate Liabilities Duration and Market (Years) Equity Value Time Deposits S 600 3.750 CDs $ 500 7.250 Equity S 150 S 1,250 2.0% 4.5% 1.500 3.125 Cash Loans T-Bonds Total S 200 S 800 S 250 $ 1,250 8.0% 4.0% 3.85 years

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