A bank has an average asset duration of 5 years and an average liability duration of 3 years.This bank has total assets of $500 million and total liabilities of $250 million.Currently,market interest rates are 10 percent.What will be this bank's leverage-adjusted duration gap?
A)2 years
B)-2 years
C)3.5 years
D)-3.5 years
E)None of the options is correct.

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The Answer of A bank has an average asset duration of 5 years and an average liability duration of 3 years.This bank has total assets of $500 million and total liabilities of $250 million.Currently,market interest rates are 10 percent.What will be this bank's leverage-adjusted duration gap?
A)2 years
B)-2 years
C)3.5 years
D)-3.5 years
E)None of the options is correct.

A Bank Has an Average Asset Duration of 5 Years