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Which of the following is NOT a weakness of duration gap analysis: A. It is difficult to estimate the duration on zero coupon bonds B.
Which of the following is NOT a weakness of duration gap analysis:
A. It is difficult to estimate the duration on zero coupon bonds
B. Each future cash flow must be discounted by the appropriate future interest rate
C. The duration of a portfolio must be constantly monitored
D. It is difficult to accurately compute duration
E. All of the above are weaknesses of duration gap analysis
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