You have gathered the following market value and duration information on Northern Bank: What new asset duration will immunize the balance sheet?
A)1.22 years
B).99 years
C)1.36 years
D)1.48 years
E)1.13 years

Question

You have gathered the following market value and duration information on Northern Bank:  What new asset duration will immunize the balance sheet?
A)1.22 years 
B).99 years 
C)1.36 years 
D)1.48 years 
E)1.13 years

Quizplus · Accepted Answer

The Answer of You have gathered the following market value and duration information on Northern Bank:  What new asset duration will immunize the balance sheet?
A)1.22 years 
B).99 years 
C)1.36 years 
D)1.48 years 
E)1.13 years

You Have Gathered the Following Market Value and Duration Information