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From the following statements about leverage-adjusted duration gap, which one is TRUE? Select one: A. None of the options given is correct. B. Its value

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From the following statements about leverage-adjusted duration gap, which one is TRUE? Select one: A. None of the options given is correct. B. Its value is equal to duration divided by (1 + R). C. It indicates the dollar size of the potential net worth. D. It is equal to the duration of the assets minus the duration of the liabilities. E. It only reflects the degree of maturity mismatch in an Fl's balance sheet

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