Maturity Settlement date maturity date Value Yield

Assets
3 year T-bond 3 Sunday, March 1, 2020 ### 275 6%
10 year Muni
bond 10 Sunday, March 1, 2020 ### 185 4%
Total Assets 460
Liabilities
1 year CD 1 Sunday, March 1, 2020 ### 155 4.50%
5 year note 5 Sunday, March 1, 2020 ### 180 6%
Total Liabilities 335
DA 5.09
DL 2.86

DGAP = DA - (DL)* (MVL/MVA) 3.002

base rate I 6%
change in interest rates 2%

change in EVE -26.06

Coupon Duration Modified Duration Change in change in P

6% 2.83 2.673012 -0.05346 -14.70157

4% 8.44 8.110896 -0.162218 -30.01031

4.50% 1.00 0.956938 -0.019139 -2.966507

6% 4.47 4.212364 -0.084247 -15.16451