Question

Duration gap analysis
A)is a refinement of basic gap analysis that accounts for interest-rate changes over a multiyear period.
B)is a refinement of basic gap analysis that accounts for how long a gap will last.
C)is a complement to basic gap analysis that accounts for the effect of interest rate changes on market value.
D)is a complement to basic gap analysis that accounts for the influence of partially rate-sensitive assets.

Answer

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