Question: What is the leverage-adjusted duration gap? Third Duration Investments has the following assets and liabilities on its balance sheet. The two-year Treasury notes are zero

What is the leverage-adjusted duration gap? Third Duration Investments has the

What is the leverage-adjusted duration gap? Third Duration Investments has the following assets and liabilities on its balance sheet. The two-year Treasury notes are zero coupon assets. Interest payments on all other assets and liabilities occur at maturity. Assume 360 days in a year. 0.605 years. 0.189 years. 0.956 years. 0.436 years. 0.360 years

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