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When the duration of a portfolio's assets matches the duration of its liabilities, adjusted for leverage, it is: Select one: a. exposed to interest rate
When the duration of a portfolio's assets matches the duration of its liabilities, adjusted for leverage, it is:
Select one:
a. exposed to interest rate risk.
b. immunized against interest rate risk.
c. protected against default risk.
d. exposed to credit risk only.
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