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    Exam 7: Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
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    If Interest Rates on Both Assets and Liabilities Decrease by 2
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If Interest Rates on Both Assets and Liabilities Decrease by 2

Question 133

Question 133

Multiple Choice

If interest rates on both assets and liabilities decrease by 2 percent in the next 90 days,what would be this bank's net interest margin?


A) 3.4 percent
B) 4 percent
C) 0.4 percent
D) 5.6 percent
E) 2 percent

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