Question
Suppose that a bank with positive net worth perfectly matches the duration of its assets and liabilities. What will happen to the value of this
Suppose that a bank with positive net worth perfectly matches the duration of its assets and liabilities. What will happen to the value of this bank's shares if interest rates rose unexpectedly? Discuss.
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Get StartedRecommended Textbook for
Contemporary Financial Management
Authors: James R Mcguigan, R Charles Moyer, William J Kretlow
10th Edition
978-0324289114, 0324289111
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