The Performance of a Bank That Continually Concentrates in Short-Term

The performance of a bank that continually concentrates in short-term deposits in euros and adjustable-rate dollar loans with equal rate-sensitivity is

A) unaffected if European interest rates increase and U.S. rates decrease.
B) unaffected if U.S. interest rates increase and European interest rates decrease.
C) adversely affected if European interest rates increase and U.S. rates decrease.
D) adversely affected if U.S. interest rates increase and European rates decrease.
E) A and B