What is the dollar-weighted duration of the bank''s

What is the dollar-weighted duration of the bank''s liability

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SOON savings bank's weighted average asset duration is 10 years. Its total liabilities amount to $925 million, while its assets total 1 billion dollars. What is the dollar-weighted duration of the bank's liability portfolio if the bank wants to maintain zero leverage - adjusted duration gap?

Reference no: EM13215382

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