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

Question 101

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 FI's maturity gap? A) -2.03 years. B) -2.50 years. C) -1.07 years. D) -0.70 years.
-What is the FI's maturity gap?


A) -2.03 years.
B) -2.50 years.
C) -1.07 years.
D) -0.70 years.

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