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    Bank Management
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    Exam 7: Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
  5. Question
    __________________________ Is the Difference Between the Dollar-Weighted Duration of the Asset
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__________________________ Is the Difference Between the Dollar-Weighted Duration of the Asset

Question 130

Question 130

Short Answer

__________________________ is the difference between the dollar-weighted duration of the asset portfolio and the dollar-weighted duration of the liability portfolio.

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