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Which of the Following Statements Is True

Question 32

Multiple Choice

Which of the following statements is true?


A) Expressing the repricing gap as a percentage of assets tells us the direction of the interest rate exposure.
B) Expressing the repricing gap as a percentage of liabilities tells us the scale of the interest rate exposure.
C) Expressing the repricing gap as a percentage of equity tells us the scale of the interest rate exposure.
D) Expressing the repricing gap as a percentage of liabilities tells us the direction of the interest rate exposure.

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