A bond has a duration of 6.8 years.What is the expected change in price if the yield decreases from 3% to 2.99% 2.A bond has a duration of 5.1 years....

1.A bond has a duration of 6.8 years.What is the expected change in price if the yield decreases from 3% to 2.99%

2.A bond has a duration of 5.1 years.What is the expected change in price if the yield increases from 6% to 6.01%

3.A bank has interest-rate sensitive assets with a value of $810 and a weighted duration of 8.5 years,interest-rate sensitive liabilities with a value of $ 540 and a weighted duration of 7.1 years,and a duration gap of 3.77 years.What is the effect on the bank;s net equity if the interest rate increases from 9% to 9.01%

4..A bank has interest-rate sensitive assets with a value of $810 and a weighted duration of 8.5 years,interest-rate sensitive liabilities with a value of $ 540 and a weighted duration of 7.1 years,and a duration gap of 3.77 years.What is the effect on the bank;s net equity if the interest rate decrease from 9% to 8.99%

5.A bank has interest-rate sensitive assets with a value of $900 and a weighted duration of 5.7 years,interest-rate sensitive liabilities with a value of $ 800 and a weighted duration of 6 years,and a duration gap of -1.05 years.What is the effect on the bank;s net equity if the interest rate decrease from 4% to 3.99%

6.A bank has interest-rate sensitive assets with a value of $900 and a weighted duration of 5.7 years,interest-rate sensitive liabilities with a value of $ 800 and a weighted duration of 6 years,and a duration gap of -1.05 years.What is the effect on the bank;s net equity if the interest rate increase from 4% to 4.01%