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Suppose, a bank has $200 million in rate sensitive assets and $150 million in rate sensitive liabilities for a 1-year time interval . What's the
Suppose, a bank has $200 million in rate sensitive assets and $150 million in rate sensitive liabilities for a 1-year time interval . What's the value of GAP? Is the bank asset sensitive or liability sensitive through 1 year? a. $50 million, liability sensitive. b. $50 million, asset sensitive. c. -$50 million, liability sensitive. d. -$50 million, asset sensitive.
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