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The Average Duration of the Loans Is 10 Years

Question 62

Multiple Choice

The average duration of the loans is 10 years. The average duration of the deposits is 3 years. The average duration of the loans is 10 years. The average duration of the deposits is 3 years. What is the leveraged-adjusted duration gap of the bank's portfolio? A) 10 years. B) 7.3 years. C) 7 years. D) 7.18 years. E) 3 years. What is the leveraged-adjusted duration gap of the bank's portfolio?


A) 10 years.
B) 7.3 years.
C) 7 years.
D) 7.18 years.
E) 3 years.

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