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A. The leverage-adjusted duration gap is +0.4875 years B. The duration of all the liablities is 2.2162 years C. The market value of equity of
A. | The leverage-adjusted duration gap is +0.4875 years | |
B. | The duration of all the liablities is 2.2162 years | |
C. | The market value of equity of the will be lower if interest rates decrease. | |
D. | The duration of all the assets is 2.5375 years | |
E. | The market value of equity of the will be lower if interest rates increase. |
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