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Question
Weaknesses of the repricing model include the fact that
I. it ignores changes in present values caused by changes in interest rates.
II. it ignores different cash flow sensitivities within a maturity bucket.
III. it fails to account for runoffs and prepayments.
A. I only
B. I and II only
C. I and III only
D. II and III only
E. I, II, and III
Answer
This answer is hidden. It contains 1 characters.
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