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Weaknesses of the repricing gap model include the fact that: I. It ignores market value effects of changes in interest rates. II. It ignores different

Weaknesses of the repricing gap model include the fact that:

I. It ignores market value effects of changes in interest rates.

II. It ignores different cash flow sensitivities within a maturity bucket.

III. It is inaccurate for large changes in interest rates.

A. I, II, and III.

B. I and II.

C. II and III only.

D. I only.

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