In order to achieve a zero leverage adjusted duration gap, a financial institution with negative leverage adjusted duration gap (DA-kDL<0) can increase the duration of asset portfolio by

Group of answer choicesIssuing long term bonds

Issuing short term bonds

Selling short term bonds in the asset portfolio, replace them with long term bonds

Selling long term bonds in the asset portfolio, replace them with short term bonds

Using securitisation to take high duration mortgage loans off the balance sheet