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You calculate that the duration of the assets of your bank is 6.5 years and the duration of your liabilities is 4.5 years.You currently have

You calculate that the duration of the assets of your bank is 6.5 years and the duration of your liabilities is 4.5 years.You currently have $80 million in liabilities and $5 million in equity.Calculate the new value of your assets if interest rates were to increase from 5% to 7%.

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