Question: What does a bank's duration gap measure? a . The duration of short - term buckets minus the duration of long - term buckets. b

What does a bank's duration gap measure?
a.
The duration of short-term buckets minus the duration of long-term buckets.
b.
The duration of the bank's assets minus the duration of its liabilities.
c.
The duration of all rate-sensitive assets minus the duration of rate-sensitive liabilities.
d.
The duration of the bank's liabilities minus the duration of its assets.
e.
The duration of all rate-sensitive liabilities minus the duration of rate-sensitive assets.

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