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20. A bank has Federal funds totaling $25 million with an interest-rate sensitivity
20. A bank has Federal funds totaling $25 million with an interest-rate sensitivity weight of 1.0. This bank also has loans of $105 million and investments of $65 million with interest rate sensitivity weights of 1.40 and 1.15 respectively. It also has $135 million in interest-bearing deposits with an interest rate sensitivity weight of 0.90 and other money market borrowings of $75 million with an interest rate sensitivity weight of 1.0. What is the weighted interest-sensitive gap for this bank
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lovelarissa
4,5(23 marks)
Thanks... i got two levels from this
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