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

Question 113

Question 113

Multiple Choice

What is the leverage-adjusted duration gap?


A) 0.605 years.
B) 0.956 years.
C) 0.360 years.
D) 0.436 years.
E) 0.189 years. [Refer to: 9-102]

Correct Answer:

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