标题: 【求助】关于计算refinancing break even interest rate问题 [打印本页] 作者: tkuser 时间: 2014-3-20 12:10 标题: 【求助】关于计算refinancing break even interest rate问题
题目如下：
Bank has liabilities of $4 million with an average maturity of two years paying interest rates of 4.0 percent annually. It has assets of $5 million with an average maturity of 5 years earning interest rates of 6.0 percent annually.
What is the maximum interest rate that it can refinance its $ million liability and still break even on its net interest income in dollars?
A. 6.5 percent.
