(c) is not the correct answer

parallel shift in internized against a small 69 An insurance compartiendo te permanente determing eto liabilities (10) whether it is & assets that support the company finds that its assets & liabilities have the following characteristics: Present Modi Modified Value Duration Convexity | (in Milline) Assets 600 5.7 Liabilities 600 45 42 5.5 interest rates would cause the value of these assets to be less than the value of the Iliabilities? a) Either an increase or decrease b) Cannot be determined from the information given. ce A small decrease d) A small increase e) Neither, an increase nor a Clie. the portfolio is immunized decreed