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vestion 24 ot yet swered Second Derivatives, a securities dealer, has a leverage-adjusted duration gap of 1.11 years, $60 million in assets, 7 percent equity

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vestion 24 ot yet swered Second Derivatives, a securities dealer, has a leverage-adjusted duration gap of 1.11 years, $60 million in assets, 7 percent equity to assets ratio, and market rates are 8 percent. What is the impact on the dealer's market value of equity if the change in all interest rates is an increase of 0.2 percent [i.e., AR = 0.2 percent] arked out of DO Flag question a. -$363,000 O b. -$123,333 O c. +$0.605 O d. +$336,111 O e. -$0.605

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