Question 1 Not yet Assume the yield curve is flat and any interest rate shifts are parallel. answered Points out of 5.00 Suppose your portfolio has some assets and some liabilities, with the present value of the assets equal to the present value of the liabilities, but the duration of the assets does not equal the duration of the liabilities. That is, your portfolio is not properly immunized. Flag question What can we say will happen as a result? a. C. We don't have enough information to support any of these statements b. Any small change in the interest rate will lower your portfolio's value A small change in the interest rate in one direction will raise your portfolio's value, while a small change ini the other direction will lower your portfolio's value d. If the interest rate falls at all, your portfolio will lose value If the interest rate rises at all, your portfolio will lose value e