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  3. Study Set
    Bank Management Study Set 1
  4. Exam
    Exam 8: Managing Interest Rate Risk: Duration Gap and Economic Value of Equity
  5. Question
    A Bank with a Duration Gap of 1 Is More
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A Bank with a Duration Gap of 1 Is More

Question 15

Question 15

True/False

A bank with a duration gap of 1 is more sensitive to changes in the economic value of equity than a bank with a duration gap of -1.5.

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