Duration gaps can be altered with the use of derivatives so that they are equal to zero.
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Q29: The convexity of a security increases as:
A)
Q30: Which of the following variables is used
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Q32: Marked- to- market implies that assets and
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Q35: When DGAP < 0, DA is below
Q36: When hedging with DGAP, if the yields
Q37: Duration gap is equal to:
A) DA +
Q38: The 'additive property' of duration says that
Q39: Which of the following is a characteristic
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