Which of the following is not correct? Select one: a. Leverage adjusted duration gap is the duration of the assets minus the duration of the liabilities. b. For a slight change in interest rates, the market prices of bonds are inversely proportional to their duration. c. The shorter the maturity, the lower the interest rate risk exposure. d. Restructuring the balance sheet of a large and complex financial institution can be both time-consuming and costly. e. The high duration of an asset means the high sensitivity of the asset price to interest rate shocks.