Question 18 What is the Duration Gap for the bank balance sheet shown below? Assets Amount Duration Liabilities and Equity Amount Duration Cash 80 0.00 Non-interest deposits 100 0.00 Securities 270 4.25 NOW...

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Finance

Question 18
What is the Duration Gap for the bank balance sheet shownbelow?
Assets
Amount
Duration
Liabilities and Equity
Amount
Duration
Cash
80
0.00
Non-interest deposits
100
0.00
Securities
270
4.25
NOW checking
170
1.00
Loans, net
600
4.75
MMDA
330
0.25
Fed funds sold
0
CDs
160
1.75
Non-earning assets
50
Fed Funds purchased
150
0.00
$1,000
Equity
90
$1,000
A.
3.9975 years
B.
3.465 years
C.
6.00 years
D.
0.5852 years
E.
3.41 years

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Question 18What is the Duration Gap for the bank balance sheet shownbelow?AssetsAmountDurationLiabilities and EquityAmountDurationCash800.00Non-interest deposits1000.00Securities2704.25NOW checking1701.00Loans, net6004.75MMDA3300.25Fed funds sold0CDs1601.75Non-earning assets50Fed Funds purchased1500.00$1,000Equity90$1,000A.3.9975 yearsB.3.465 yearsC.6.00 yearsD.0.5852 yearsE.3.41 years

Question 18 What is the Duration Gap for the bank balance sheet shown below? Assets Amount Duration Liabilities and Equity Amount Duration Cash 80 0.00 Non-interest deposits 100 0.00 Securities 270 4.25 NOW...

90.2K

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Finance

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Assets	Amount	Duration	Liabilities and Equity	Amount	Duration
Cash	80	0.00	Non-interest deposits	100	0.00
Securities	270	4.25	NOW checking	170	1.00
Loans, net	600	4.75	MMDA	330	0.25
Fed funds sold	0		CDs	160	1.75
Non-earning assets	50		Fed Funds purchased	150	0.00
	$1,000		Equity	90
				$1,000

	A.	3.9975 years
	B.	3.465 years
	C.	6.00 years
	D.	0.5852 years
	E.	3.41 years