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Duration Gap Analysis

Question 40

Multiple Choice
Duration gap analysis

Duration gap analysis


A) is a refinement of basic gap analysis that accounts for interest-rate changes over a multiyear period.
B) is a refinement of basic gap analysis that accounts for how long a gap will last.
C) is a complement to basic gap analysis that accounts for the effect of interest rate changes on market value.
D) is a complement to basic gap analysis that accounts for the influence of partially rate-sensitive assets.

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