Balthazars savings bank has assets of 2 million invested in


Balthazar's savings bank has assets of 2 million invested in 20 year, 10% coupon Treasury bonds selling at par with duration 7.70 years. Liabilities of 1.8 million are financed with a two year, 8% coupon selling at par.

Calculate the leverage adjusted duration gap for Balthazar?

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Financial Management: Balthazars savings bank has assets of 2 million invested in
Reference No:- TGS01038260

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