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QUESTION
Consider an asset with a current market value of $250 000 and a duration of 3.3 years.
Consider an asset with a current market value of $250 000 and a duration of 3.3 years. Assume the asset is partially funded through zero-coupon bonds which currently sells for $225 000 and has a maturity of 4 years. The current discount rate is 15%. Calculate the duration gap for this scenario:
