I need help on how to work this question Use the data provided for Gotbucks

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    I need help on how to work this question

    Use the data provided for Gotbucks Bank Inc. to answer this question.

    Notes to the balance sheet: Currently the fed funds rate is 9.8 percent. Variable-rate loans are priced at 6 percent over LIBOR (currently at
    12 percent). Fixed-rate loans are selling at par and have five-year maturities with 14 percent interest paid annually. Assume that fixed rate
    loans are non-amortizing. Core deposits are all fixed rate for two years at 8 percent paid annually. Euro CDs currently yield 10 percent.

    What is the duration of Gotbucks Bank%u2019s (GBI) fixed-rate loan portfolio if the loans are priced at par?

    If the average duration of GBI%u2019s floating-rate loans (including fed fund assets) is .48 year what is the duration of the bank%u2019s
    assets? (Note that the duration of cash is zero.)

    What is the duration of GBI%u2019s core deposits if they are priced at par?

    If the duration of GBI%u2019s Euro CDs and fed fund liabilities is .413 years what is the duration of the bank%u2019s liabilities?

    What is GBI%u2019s duration gap?

    What is the expected change in equity value if all yields increase by 200 basis points?

    Given the equity change in e-2. what is the expected new market value of equity after the interest rate change?

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