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    Financial Institutions Management
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    Exam 9: Interest Rate Risk II
  5. Question
    What Is the FI's Leverage-Adjusted Duration Gap
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What Is the FI's Leverage-Adjusted Duration Gap

Question 45

Question 45

Multiple Choice

What is the FI's leverage-adjusted duration gap?


A) 0.91 years.
B) 0.83 years.
C) 0.73 years.
D) 0.50 years.
E) 0 years. [Refer to: 9-92]

Correct Answer:

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