Problems with GAP include which of the following? OA) Gap assumes that rates on individual assets will move by differing amounts relative to market interest rates B) Gap explicitly considers embedded options Gap addresses the actual time within a time period when interest-sensitive assets and liabilities will reprice OD) Gap allows for non-parallel shifts in the yield curve E) all of the above F) none of the above Risk that must be considered in asset liability management include: A) Repricing risk B) Basis risk OC) Yield curve risk D) option risk E) all of the above Problems with GAP include which of the following? OA) Gap assumes that rates on individual assets will move by differing amounts relative to market interest rates B) Gap explicitly considers embedded options Gap does not address the actual time within a time period when interest- sensitive assets and liabilities will reprice D) Gap allows for non-parallel shifts in the yield curve E) all of the above F) none of the above If a bank has a gap of zero: A) net interest income should increase when interest rates rise B) net interest income should remain unchanged when interest rates rise C) net interest income should decrease when interest rates rise D) none of the above Earnings sensitivity analysis involves: A) always using parallel yield curve movements B) ignoring the impact of embedded options to make the analysis more clear OC) requiring that rates on assets and liabilities move by the same amounts D) estimating and comparing net interest income and/or net income across different rate environments E) all of the above F) none of the above