Question: A bank with a positive adjusted duration gap could do which of the following to reduce the duration gap? Select one: a. Engage in a

A bank with a positive adjusted duration gap could do which of the following to reduce the duration gap?

Select one:

a.

Engage in a swap and pay a variable rate and receive a fixed rate

b.

None of the options

c.

Buy T-bond forward contracts

d.

Write T-bond call options

e.

Sell T-bond futures contracts

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