True/False
The duration gap (DGAP) of a portfolio uses current market values of assets and liabilities.
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q28: The convexity (CX) of a ZCB is
Q29: An active manager will actually attempt to
Q30: Which of the following is a problem
Q31: Modified duration is calculated as:<br>A) duration multiply
Q32: When we are dealing with a full
Q34: Convexity cannot be used to construct a
Q35: A portfolio is exposed to interest rate
Q36: Convexity increases as:<br>A) the market yield falls.<br>B)
Q37: 'Duration' refers to:<br>A) the period of time
Q38: A position is said to be 'immunised'