Multiple Choice
When performing a gap analysis, into which of the following time buckets should a 5-year floating-rate note with a 6-month LIBOR coupon be slotted?
A) the 6-month bucket
B) the 2.5-year bucket
C) the 5-year bucket
D) It should be weighted and apportioned in each of the time buckets in accord with the periodic coupon payments.
Correct Answer:
Verified
Correct Answer:
Verified
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