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    Exam 8: Interest Rate Risk I
  5. Question
    What Is the Repricing Gap If a 0 to 3
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What Is the Repricing Gap If a 0 to 3

Question 115

Question 115

Multiple Choice

What is the repricing gap if a 0 to 3 month maturity gap is used? Ignore runoffs.


A) $60 million.
B) $40 million.
C) -$80 million.
D) -$120 million.
E) -$180 million. [Refer to: 8-101]

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