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The larger a financial institution's absolute leverage adjusted duration gap: The more exposed the financial institution's equity is to interest rate shocks. The more exposed

The larger a financial institution's absolute leverage adjusted duration gap: The more exposed the financial institution's equity is to interest rate shocks. The more exposed the financial institution's net interest income is to interest rate shocks. The less exposed the financial institution's net interest income is to interest rate shocks. The less exposed the financial institution's equity is to interest rate shocks. The greater the financial institution's equity

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