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  3. Study Set
    Financial Institutions Management Study Set 2
  4. Exam
    Exam 6: Interest Rate Risk Measurement: the Duration Model
  5. Question
    Using the Leverage Adjusted Duration Gap, It Is Possible to Measure
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Using the Leverage Adjusted Duration Gap, It Is Possible to Measure

Question 13

Question 13

True/False

Using the leverage adjusted duration gap, it is possible to measure the effect of changing interest rates on an FI's net worth.

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