Question: A. The leverage-adjusted duration gap is +0.4875 years B. The duration of all the liablities is 2.2162 years C. The market value of equity of

A. The leverage-adjusted duration gap is +0.4875 years B. The duration

A.

The leverage-adjusted duration gap is +0.4875 years
B.

The duration of all the liablities is 2.2162 years
C.

The market value of equity of the will be lower if interest rates decrease.
D.

The duration of all the assets is 2.5375 years
E.

The market value of equity of the will be lower if interest rates increase.

Which of the following statements is FALSE? Given the balance sheet information of an FI as below

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