Multiple Choice
Assume a bank has $200 million of assets with a duration of 2.5,and $190 million of liabilities with a duration of 1.05. The duration gap for this bank is
A) 0.5 year.
B) 1 year.
C) 1.5 years.
D) 2 years.
Correct Answer:
Verified
Correct Answer:
Verified
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