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    Financial Institutions Management Study Set 2
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    Exam 6: Interest Rate Risk Measurement: the Duration Model
  5. Question
    The Leverage Adjusted Duration Gap Reflects the Degree of Duration
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The Leverage Adjusted Duration Gap Reflects the Degree of Duration

Question 27

Question 27

True/False

The leverage adjusted duration gap reflects the degree of duration mismatch in an FI's balance sheet.

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