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Please explain and show answer clearly, thanks! A bank that expects interest rates to fall will want the duration of its assets to be greater

image text in transcribedPlease explain and show answer clearly, thanks!

"A bank that expects interest rates to fall will want the duration of its assets to be greater than the duration of its liabilities - a positive duration gap." Do you agree with this statement? A. Disagree. A fall in interest rates with a positive duration gap will decrease profits. B. Disagree. The bank does not care about the duration gap during interest movements. C. Agree. A fall in interest rates with a positive duration gap will increase a bank's capital. D. Agree. A fall in interest rates with a positive duration gap will increase the number of deposits

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