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$30 30 $30 30 5. Interest rates are rising. Which of the following Duration GAPs would produce the greatest increase in the bank's net worth?

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$30 30 $30 30 5. Interest rates are rising. Which of the following Duration GAPs would produce the greatest increase in the bank's net worth? (2 points) A. DUR GAP--1.1 B. DUR GAP-0.5 C. DUR GAP-0.0 D. DUR GAP + 1.0 E. DUR GAP +2.2

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