How can you tell if you are fully hedged using duration gap analysis?

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Bank Management and Financial Services

ISBN: 978-0078034671

9th edition

Authors: Peter Rose, Sylvia Hudgins

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Question Posted: Oct 31, 2014 10:33 AM

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How can you tell if you are fully hedged using duration gap analysis?

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You are fully hedged when the dollar weighted duration of the assets portfolio of the ...View the full answer

Bank Management and Financial Services

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