In a typical quality swap,a borrower with a positive duration gap is more likely to pay all or part of the other swap party's long-term interest rate.

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This statement is true. In a quality swap, the party with a positive duration gap is taking on more interest rate risk, and therefore may be willing to pay all or part of the other party's long-term interest rate. This is because the party with a positive duration gap would benefit from the interest rate hedge provided by the longer-term swap.

In a Typical Quality Swap,a Borrower with a Positive Duration