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    Financial Markets and Institutions Study Set 1
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    Exam 23: Risk Management in Financial Institutions
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    If a Rise in Interest Rates Causes the Market Value
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If a Rise in Interest Rates Causes the Market Value

Question 62

Question 62

Multiple Choice

If a rise in interest rates causes the market value of a bank's net worth to rise,then the bank must have a ________.


A) negative duration gap
B) positive duration gap
C) negative gap
D) positive gap

Correct Answer:

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