Which of the Following Indicates a Positive Gap According to the Repricing

Multiple Choice

Which of the following indicates a positive gap according to the repricing model?

A) the book value of rate-sensitive liabilities is less than the book value of rate-sensitive assets.
B) the book value of rate-sensitive assets is less than the book value of rate-sensitive liabilities.
C) the market value of rate-sensitive assets is less than the market value of rate-sensitive liabilities.
D) the book value of rate-sensitive liabilities is greater than the book value of rate-sensitive assets.