If interest rates increase from 5 percent to 6 percent the
Assume a bank has $200 million of assets with a duration of 2.5, and $190 million of liabilities with a duration of 1.05. If interest rates increase from 5 percent to 6 percent, the net worth of the bank falls by?
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assume a bank has 200 million of assets with a duration of 25 and 190 million of liabilities with a duration of 105 if
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