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Duration Bank Has the Following Assets and Liabilities as of Year-End

Question 57

Multiple Choice

Duration Bank has the following assets and liabilities as of year-end. All assets and liabilities are currently priced at par and pay interest annually. Duration Bank has the following assets and liabilities as of year-end. All assets and liabilities are currently priced at par and pay interest annually. What is the weighted average maturity of the assets of the FI? A) 2.0 years. B) 2.3 years. C) 2.5 years. D) 2.6 years. E) 3.0 years. What is the weighted average maturity of the assets of the FI?


A) 2.0 years.
B) 2.3 years.
C) 2.5 years.
D) 2.6 years.
E) 3.0 years.

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