Blue Moon National Bank holds assets and liabilities whose average durations and dollar amounts are as shown in this table:
Asset and Liability Items | Avg.Duration(yrs) | $ Amount |
|
|
|
Investment Grade Bonds | 12.00 | $65.00 |
Commercial Loans | 4.00 | $400.00 |
Consumer Loans | 8.00 | $250.00 |
Deposits | 1.10 | $600.00 |
Nondeposit Borrowings | 0.25 | $50.00 |
What is the weighted average duration of New Phase’s asset portfolio and liability portfolio? What is the leverage-adjusted duration gap?
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