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Which of the following statements regarding the duration model is not true? Group of answer choices Duration becomes the more accurate measure of interest rate
Which of the following statements regarding the duration model is not true?
Group of answer choices
Duration becomes the more accurate measure of interest rate sensitivity with the large interest rate changes.
All of the options.
Immunization is a dynamic problem; therefore, it requires regular B/S rebalancing within the financial institution.
Duration matching can be costly.
The greater convexity causes larger errors in the duration-based estimate of price changes.
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