Multiple Choice
Which of the following statements is true?
A) The size of the range over which bucket gaps are calculated does not matter as the repricing gap will always lead to exact results.
B) The shorter the range over which bucket gaps are calculated, the greater the potential error.
C) The shorter the range over which bucket gaps are calculated, the smaller the potential error.
D) None of the listed options are correct.
Correct Answer:
Verified
Correct Answer:
Verified
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