For every $100 in assets, a bank has $30 in interest-rate sensitive assets, and the other
$70 in non-interest-rate sensitive assets. The same bank has $60 for every $100 in
liabilities in interest-rate sensitive liabilities, the other $40 are in liabilities that are not
interest-rate sensitive. If the interest rate on assets decreases from 6 to 5 percent, and
the interest rate on liabilities decreases from 4 to 3 percent, the impact on the bank’s
profits per $100 of assets will be:
A. a reduction of $0.30.
B. an increase of $0.30.
C. a reduction of $3.00.
D. zero since the interest rates on assets and liabilities fell by the same amount.
Answer:
Bond prices and yields:
A. move together in the same direction.
B. do not change if the coupon is fixed.
C. move together inversely.
D. are independent of each other.