Multiple Choice
The duration gap can be used to measure how changes in the interest rate affect an FI's:
A) net worth
B) maturity gap strategy
C) liquidity strategy
D) All of the listed options are correct.
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q57: Using the duration gap to measure the
Q59: For small change in interest rates, market
Q60: Convexity is defined as:<br>A)the degree of curvature
Q61: If yield is greater than 0 then
Q63: Which of the following statements most appropriately
Q65: Consider a security with a face value
Q66: Which of the following statements is true?<br>A)The
Q67: Which of the following statements is incorrect?<br>A)Convexity
Q84: Calculating modified duration involves<br>A)dividing the value of
Q112: When does "duration" become a less accurate