Question: When calculating the weighted interest sensitive gap, the interest rate sensitivity index is measured with respect to the volatility of the: A. 3-month T-Bill rate

When calculating the weighted interest sensitive gap, the interest rate sensitivity index is measured with respect to the volatility of the:

A. 3-month T-Bill rate

B. Federal Funds rate

C. percent change in the S&P 500 stock index

D. 30-Year T-Bond rate

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