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Question 3 3 pts The following statement or statements are NOT TRUE about interest rate risk for banks: 1. Interest rate sensitivity differences in bank
Question 3 3 pts The following statement or statements are NOT TRUE about interest rate risk for banks: 1. Interest rate sensitivity differences in bank assets and liabilities do not expose bank equity to changes in interest rates. II. Balance sheet hedging via matching exactly the maturities of assets and liabilities on its balance sheet will provide the bank a perfect hedge against interest rate risk. III. Interest rate risk is placed within operational risk under the New Basel Accord. O I and III. None of the remaining answers. O I, II and III. O I and II. O II and
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