If an FI uses only duration to immunize its portfolio, what three factors affect changes in the
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If an FI uses only duration to immunize its portfolio, what three factors affect changes in the net worth of the FI when interest rates change?
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Related Book For
Financial Institutions Management A Risk Management Approach
ISBN: 9781266138225
11th International Edition
Authors: Anthony Saunders, Marcia Millon Cornett, Otgo Erhemjamts
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