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    Financial Institutions Management
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    Exam 9: Interest Rate Risk II
  5. Question
    The Smaller the Leverage-Adjusted Duration Gap, the More Exposed the FI
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The Smaller the Leverage-Adjusted Duration Gap, the More Exposed the FI

Question 49

Question 49

True/False

The smaller the leverage-adjusted duration gap, the more exposed the FI is to interest rate shocks.

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