If the duration gap is 0 and interest rates increase:
A) the market value of assets increases more than the market value of liabilities.
B) the market value of assets decreases more than the market value of liabilities.
C) the market value of assets decreases by the same amount as the market value of liabilities.
D) the market value of assets increases by the same amount as the market value of liabilities.
Correct Answer:
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