Question: A bank with a positive adjusted duration gap could do which of the following to reduce the duration gap? Select one: O a Write T-bond
A bank with a positive adjusted duration gap could do which of the following to reduce the duration gap? Select one: O a Write T-bond call options Ob. None of the options Oc Sell T-bond futures contracts d. Engage in a swap and pay a variable rate and receive a fixed rate e. Buy T-bond forward contracts
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