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A. was wrong. Question 7 A Financial Intermediary has financial assets of $1000 and equity of $100. If the duration of assets is 3 years
A. was wrong.
Question 7 A Financial Intermediary has financial assets of $1000 and equity of $100. If the duration of assets is 3 years and the duration of all liabilities is 2 years, what is the leverage-adjusted duration gap? A 1 year O B. 1.2 years O C.0.8 years D. Can not be determinedStep by Step Solution
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