Conduct a duration analysis for the? bank

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Suppose that you are the manager of a bank whose? $100 billion of assets have an average duration of four years and whose? $90 billion of liabilities have an average duration of six years. Conduct a duration analysis for the? bank, and show what will happen to the net worth of the bank if interest rates rise by 2 percentage points. 

Assets fall in value by ?$

nothing billion. ?(Round your response to the nearest whole? number.)

Reference no: EM132166577

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