Answer:
Zero.
Step-by-step explanation:
Duration gap analysis is used for complementing basic gap analysis Duration gap analysis accounts for the effect of interest rate changes on market value.
Duration gap is used in the measurement of value sensitivity of the balance sheet against changes in market interest rates. A positive duration gap give us undertanding that the market value of equity will fall when interest rate increases. Also, if we have a negative duration gap means that the market value of equity will increase when interest rates rise.
Quoting from the question; ''a bank manager can immunize the market value of the bank's net worth from interest-rate risk by adjusting assets and liabilities so that the duration gap is equal to ZERO(0).