> Click Submit to complete this assessment. Question 25 Which of the following statements is TRUE? O A. The leverage adjusted duration gap for an Fl is equal to the duration of the assets minus the duration of the liabilities. O B. Given the size of a firm's Assets and given the interest rate change, the smaller is the leverage adjusted duration gap, the less exposed is the Financial Intermediary to interest rate shocks. C. Immunization of net worth for an Fl requires the duration of the liabilities to be set equal to the duration of its assets D. All of the above statements are FALSE