Question
MULTIPLE CHOICE Suppose the manager is practicing active management of the portfolio using duration gap (defined as duration of assets minus duration of liabilities). If
MULTIPLE CHOICE
Suppose the manager is practicing active management of the portfolio using duration gap (defined as duration of assets minus duration of liabilities). If the manager is predicting the interest rate to rise, she should make the duration gap:
A) Positive
B) Negative
C) Equal to One
D) Equal to Zero
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Complete Business Statistics
Authors: Amir Aczel, Jayavel Sounderpandian
7th Edition
9780071077903, 73373605, 71077901, 9780073373607, 77239695, 978-0077239695
