Question: Duration gap analysis Question 1 2 options: A ) is a refinement of basic gap analysis that accounts for interest - rate changes over a
Duration gap analysis
Question options:
A
is a refinement of basic gap analysis that accounts for interestrate changes over a multiyear period.
B
is a refinement of basic gap analysis that accounts for how long a gap will last.
C
is a complement to basic gap analysis that accounts for the effect of interest rate changes on market value.
D
is a complement to basic gap analysis that accounts for the influence of partially ratesensitive assets.
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