Question: Weaknesses of the duration gap immunization model include all but which of the following? O Continuously matching the duration of assets and liabilities can be
Weaknesses of the duration gap immunization model include all but which of the following? O Continuously matching the duration of assets and liabilities can be time-consuming and costly. Duration-based predictions are always incorrect due to convexity. Duration measurement and management are more complex than the repricing model. Duration-based immunization strategies require continuous rebalancing of asset and liability durations. Duration measures only how cash flows change, not the present value of those changes
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