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Business, 12.12.2019 01:31 tordiacasey

Calculate the leverage-adjusted duration gap of an fi that has assets of $1 million invested in 30-year, 10 percent semiannual coupon treasury bonds selling at par and whose duration has been estimated at 9.94 years. it has liabilities of $900,000 financed through a two-year 7.25 percent semiannual coupon note selling at par.

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Calculate the leverage-adjusted duration gap of an fi that has assets of $1 million invested in 30-y...
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