What would be the bank discount rate

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Question - A money Markey security purchased for a price of $96 and has a face value of $100. If the security matures in 90 days, what would be the bank discount rate?

Duration of assets = 3.047 years, duration of liabilities = 2.669 years, total liabilities = $275, total assets = $300, current leverage adjusted duration gap =?

Reference no: EM132947353

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