-Calculate the leverage-adjusted duration gap to four decimal places and state the FI's interest rate risk exposure of this institution.
A)+1.0308 years;exposed to interest rate increases.
B)-0.3232 years;exposed to interest rate increases.
C)+0.8666 years;exposed to interest rate increases.
D)+0.4875 years;exposed to interest rate increases.

Question

-Calculate the leverage-adjusted duration gap to four decimal places and state the FI's interest rate risk exposure of this institution.
A)+1.0308 years;exposed to interest rate increases. 
B)-0.3232 years;exposed to interest rate increases. 
C)+0.8666 years;exposed to interest rate increases. 
D)+0.4875 years;exposed to interest rate increases.

Quizplus · Accepted Answer

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-Calculate the Leverage-Adjusted Duration Gap to Four Decimal Places and State