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You Have Gathered the Following Market Value and Duration Information

question 61

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You have gathered the following market value and duration information on the Eastern Bank: You have gathered the following market value and duration information on the Eastern Bank:   Calculate the duration of the bank's assets and of its liabilities. A) 2.86 years; 1.23 years B) 2.97 years; 1.06 years C) 2.86 years; 1.06 years D) 2.48 years; 1.06 years E) 2.97 years; 1.23 years Calculate the duration of the bank's assets and of its liabilities.


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