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Interest-rate sensitivity weight takes into account: a. Matching of interest-sensitive assets with interest-sensitive liabilities. b. Tendency of interest rates to vary in speed. c. Relative
Interest-rate sensitivity weight takes into account:
a. Matching of interest-sensitive assets with interest-sensitive liabilities.
b. Tendency of interest rates to vary in speed.
c. Relative amount of fixed compared to variable rate assets and liabilities.
d. Relative amount of nonrepriceable assets.
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