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-Calculate the Leverage-Adjusted Duration Gap to Four Decimal Places and State

Question 120

Multiple Choice

-Calculate the leverage-adjusted duration gap to four decimal places and state the FI's interest rate risk exposure of this institution. A) +1.0308 years;exposed to interest rate increases. B) -0.3232 years;exposed to interest rate increases. C) +0.8666 years;exposed to interest rate increases. D) +0.4875 years;exposed to interest rate increases.
-Calculate the leverage-adjusted duration gap to four decimal places and state the FI's interest rate risk exposure of this institution.


A) +1.0308 years;exposed to interest rate increases.
B) -0.3232 years;exposed to interest rate increases.
C) +0.8666 years;exposed to interest rate increases.
D) +0.4875 years;exposed to interest rate increases.

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