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A bank has invested in U.S. Treasury investments that mature in three years. They will be held until maturity. The investments are funded with two-year
A bank has invested in U.S. Treasury investments that mature in three years. They will be held until maturity. The investments are funded with two-year maturity time deposits. The primary risk this bank faces is
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reinvestment risk
refinancing risk
liquidity risk
credit risk
off-balance-sheet risk
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