Question: Consider the folowing statements : I . If the size of a Financial Institution is large , the net worth exposure wil be large from
Consider the folowing statements : I . If the size of a Financial Institution is large , the net worth exposure wil be large from any given shock in interest rate I . If the size of a Financial Institution is large , the duration mismatch will be large from any given shock in interest rate III . If the size of a Financial Institution is large , the immunization effect wil be large from any given shock in interest rate Which of the above statements is true ?
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