9-40 One method of changing the positive leverage adjusted duration gap for the purpose of immunizing the net worth of a typical depository institution is to increase the duration of the assets and to decrease the duration of the liabilities.
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Q32: 9-27 Using a fixed-rate bond to immunize
Q33: 9-33 For given changes in interest rates,the
Q34: 9-31 Matching the maturities of assets and
Q35: 9-25 Buying a fixed-rate asset whose duration
Q36: 9-35 The smaller the leverage adjusted duration
Q38: 9-32 The duration of a portfolio of
Q39: 9-38 Immunization of an FIs net worth
Q40: 9-29 The immunization of a portfolio against
Q41: 9-50 All fixed-income assets exhibit convexity in
Q42: 9-41 Attempts to satisfy the objectives of
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