Which of the following statement(s) is/are correct if there is a one-time parallel shift in the yield curve that occurs before the next coupon date?

A. The investor has a positive gap will be at risk of lower rates.

B. All of the answers are correct.

C. The investor has a negative gap will be at risk of higher rates.

D. The investor has a duration gap of zero will be currently hedged against interest rate risk.