For a 9-month maturity bucket the bank has _________________ in fixed-rate assets and _________________ in fixed-rate liabilities.
A) $425; $285
B) $285; $425
C) $285; $359
D) $359; $285
E) $250; $66 FRA = cash + LT loans = 35 + 250 = $285; FRL = Fixed-rate deposits + LT borrow = 240 + 119 = $359
Correct Answer:
Verified
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